André B.M. Souza

Universitat Pompeu Fabra - Department of Economics and Business

Barcelona

Spain

http://andrebmsouza.com

Barcelona Graduate School of Economics (Barcelona GSE)

Ramon Trias Fargas, 25-27

Barcelona, Barcelona 08005

Spain

SCHOLARLY PAPERS

2

DOWNLOADS

590

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Backtesting Global Growth-at-Risk

Number of pages: 69 Posted: 10 Oct 2019 Last Revised: 02 Nov 2020
Christian T. Brownlees and André B.M. Souza
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Universitat Pompeu Fabra - Department of Economics and Business
Downloads 442 (80,078)
Citation 9

Abstract:

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Growth-at-Risk, Backtesting, Quantile Regression, GARCH

2.

Composite Absolute Value and Sign Forecasts

Number of pages: 47 Posted: 27 Jan 2021
André B.M. Souza
Universitat Pompeu Fabra - Department of Economics and Business
Downloads 148 (239,516)

Abstract:

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Forecasting, Directional Predictability, Machine Learning