Articles by R | msperlin

Exercicios do Livro em pdf

February 17, 2021 | R | msperlin

A terceira edição do livro Análise de Dados Financeiros e Econômicos contém mais de 100 exercícios de final de capítulo, com todas soluções disponíveis na página do livro. Alternativamente, professores e instrutores podem compilar arquivos pdf dos exercícios para seus alunos ... [Read more...]

Looking back at 2020 and plans for 2021

December 21, 2020 | R | msperlin

Wow, what a long year! The pandemic affected everyone, changing the way we live and relate to one another. This was a year full of lessons and we must be thankful and be able to appreciate life even more. Events such as these show how little our “p... [Read more...]

Looking back at 2020 and plans for 2021

December 21, 2020 | R | msperlin

Wow, what a long year! The pandemic affected everyone, changing the way we live and relate to one another. This was a year full of lessons and we must be thankful and be able to appreciate life even more. Events such as these show how little our “p... [Read more...]

New Packages: GetDFPdata = GetDFPData2 + GetFREData

July 17, 2020 | R | msperlin

Back in 2017 I wrote the first version of package GetDFPData, along with a paper describing the code and providing an empirical application. However, maintaining the package over the years has been frustrating. The code is becoming increasingly complex, much due to the fact that it handles FRE and DFP data ... [Read more...]

A GARCH Tutorial in R (revised)

July 6, 2020 | R | msperlin

2020-07-22 Update: The final version of the paper is now published at RAC. Back in May 2020, I started to work on a new paper regarding the use of Garch models in R. Today we finished the peer review process and finally got a final version of the a... [Read more...]

Call for papers on data reuse

May 26, 2020 | R | msperlin

Myself and Henrique Martins (PUC Rio) organized a call for papers on data reuse, for publication in RAC – Revista de Administração Contemporanea. The deadline for submission is 10th october 2020, with expected publication date in july 2021. We will... [Read more...]
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