Os fatores de risco da rendibilidade das ações: análise e evidência empírica em países da Zona Euro

Tese de Doutoramento em Ciências Empresariais.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Estimativa dos parâmetros de compactação de solos usando técnicas de data mining

Dissertação de mestrado integrado em Engenharia Civil

Análise técnica - económica da produção de energia em sistemas de abastecimento de água: caso do aproveitamento de fins múltiplos dos socorridos

Dissertação de mestrado integrado em Engenharia Civil

A cumulative risk model of child physical maltreatment potential: findings from a community-based study

"Published online before print November 20, 2015"

Breastfeeding is negatively affected by prenatal depression and reduces postpartum depression

Background. This prospective cohort study explored the effects of prenatal and postpartum depression on breastfeeding and the effect of breastfeeding on postpartum depression. Method. The Edinburgh Postpartum Depression Scale (EPDS) was administered to 145 women at the first, second and third trimester, and at the neonatal period and 3 months postpartum. Self-report exclusive breastfeeding since birth was collected at birth and at 3, 6 and 12 months postpartum. Data analyses were performed using repeated-measures ANOVAs and logistic and multiple linear regressions. Results. Depression scores at the third trimester, but not at 3 months postpartum, were the best predictors of exclusive breastfeeding duration (β =−0.30, t=−2.08, p<0.05). A significant decrease in depression scores was seen from childbirth to 3 months postpartum in women who maintained exclusive breastfeeding for53 months (F1,65 =3.73, p<0.10, ηp 2 =0.05). Conclusions. These findings suggest that screening for depression symptoms during pregnancy can help to identify women at risk for early cessation of exclusive breastfeeding, and that exclusive breastfeeding may help to reduce symptoms of depression from childbirth to 3 months postpartum.