Evaluating the performance of GARCH models using White´s Reality Check

time seris, GARCH models, bootstrap, reality check, volatility, financial econometrics, Monte Carlo, forecasting, riskmetrics, moving average

Regulação do mercado de commodities: países exportadores versus países importadores

The high in commodity prices in the international market in the last decade, tensions escalated between exporting and importing commodities countries, the extent of having their demands and pressures discussed in the main international organizations, especially in the G20.As altas nas cotações das commodities no mercado internacional na última década acirraram as tensões entre países exportadores e importadores de commodities, a ponto de terem suas reivindicações e pressões debatidas nos principais organismos internacionais, principalmente no G20. 

O Inquérito Policial Militar e a Polícia Judiciária Militar sob uma perspectiva constitucional

TCC(graduação) - Universidade Federal de Santa Catarina. Centro de Ciências Jurídicas. Direito.O presente trabalho destina-se a apresentar os principais aspectos do Inquérito Policial Militar e da atuação da Polícia Judiciária Militar, a partir de uma nova perspectiva constitucional, rumo a consolidação dos direitos fundamentais e garantias constitucionais na Administração Militar. O militar enquanto sujeito de direitos precisa ser visto de outro modo, sob um viés humanizado e constitucional, para que se permita que este servidor especial possa receber a valorização que lhe é necessária. Da herança autoritária que ainda se manifesta nas normas jurídicas militares à transição democrática com vistas a efetivação de direitos fundamentais, constata-se uma necessidade de melhor dirigir os trabalhos de investigação no âmbito militar, trazendo o Inquérito Policial Militar para o centro do nosso trabalho. Não há como falar de inquérito sem mencionar o poder de Polícia Judiciária Militar e realizar detalhada análise de sua atuação, sob um prisma garantista e constitucional, na busca de uma melhor forma laboral deste braço militar estatal, que é um membro integrado ao corpo estatal e não uma parte isolada e autônoma

Classes of Gaussian States for Squeezing Estimation

This study explores a detailed examination of various classes of single- and two-mode Gaussian states as key elements for an estimation process, specifically targeting the evaluation of an unknown squeezing parameter encoded in one mode. To quantify the efficacy of each probe, we employ the concept of Average Quantum Fisher Information (AvQFI) as a robust metric to quantify the optimal performance associated with specific classes of Gaussian states as input. For single-mode probes, we identify pure squeezed single-mode states as the optimal choice and we explore the correlation between Coherence and AvQFI. Also, we show that pure two-mode squeezed states exhibit behavior resembling their single-mode counterparts for estimating the encoded squeezing parameter, and we studied the interplay between entanglement and AvQFI. This paper presents both analytical and numerical results that encompass all the studied classes, offering valuable insights for quantum estimation processes.Comment: 26 pages, 9 figures, comments are welcom

Collective political agency in the XXIst century: civil society in an age of globalization

It is possible to note, since the 70s, an intensification of the globalization processes of the social relations, intensification that has direct implications in the studies of the contemporary world politics. One important aspect in which such implications express themselves regards the emergence of new actors in the world politics that organize themselves no more in national terms only, but paying attention in the local, national, regional and global dynamics – in other words, seeing the global political economy as a whole. In some sense, it is possible to note that dominant and the dominated social groups are being influenced and are influencing such globalization processes – in other words, it would be possible to note, nowadays, the rising of a transnational fraction of the capitalist class and the rising of a globalized resistance in the ambit of a civil society influenced by the globalization processes. Therefore, the objective of the present proposal is to analyze this process of transformation of the social forces in an age of intensification of the globalization processes of the social relations; in other words, to analyze the transformation of the civil society in an age of globalization that are presenting new dilemmas and possibilities to the collective political agency in the XXI century