Volatility and VaR Forecasting in the Madrid Stock Exchange

This paper provides an empirical study to assess the forecasting performance of a wide range of models for predicting volatility and VaR in the Madrid Stock Exchange. The models performance was measured by using different loss functions and criteria. The results show that FIAPARCH processes capture and forecast more accurately the dynamics of IBEX-35 returns volatility. It is also observed that assuming a heavy-tailed distribution does not improve models ability for predicting volatility. However, when the aim is forecasting VaR, we find evidence of that the Student’s t FIAPARCH outperforms the models it nests the lower the target quantile.

Dermic diffusion and stratum corneum: a state of the art review of mathematical models

Transdermal biotechnologies are an ever increasing field of interest, due to the medical and pharmaceutical applications that they underlie. There are several mathematical models at use that permit a more inclusive vision of pure experimental data and even allow practical extrapolation for new dermal diffusion methodologies. However, they grasp a complex variety of theories and assumptions that allocate their use for specific situations. Models based on Fick's First Law found better use in contexts where scaled particle theory Models would be extensive in time-span but the reciprocal is also true, as context of transdermal diffusion of particular active compounds changes. This article reviews extensively the various theoretical methodologies for studying dermic diffusion in the rate limiting dermic barrier, the stratum corneum, and systematizes its characteristics, their proper context of application, advantages and limitations, as well as future perspectives.

A director’s approach to art and religion : o quadro, um musical da Paixão segundo o sr. João (The masterpiece, a musical of The passion according to John): trabalho de projecto

Trabalho de Projecto submetido à Escola Superior de Teatro e Cinema para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Teatro - especialização em Encenação.

Formação integrada: uma experiência, exposição temporária "art déco", 1925, Museu Calouste Gulbenkian

Relatório de Estágio apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Museologia

Assistência e apoio no Gabinete de Relações Internacionais Universidade CEU San Pablo, Madrid

O presente relatório foca-se na descrição do estágio realizado no Gabinete de Relações Internacionais na Universidad CEU San Pablo em Madrid no âmbito do mestrado em Empreendedorismo e Internacionalização. A primeira parte do relatório visa uma análise geral do Processo de Bolonha, dando especial atenção ao programa Erasmus. Depois disto, consta a descrição das tarefas realizadas durante o estágio internacional. Por último, irá encontrar-se a apreciação final deste trabalho e do estágio.

Arte em Construção: Análise Documental Sobre o Projecto “DNA – District of New Art”, Lisboa

Trabalho de Projecto realizado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ciências da Comunicação – Cinema e Televisão

Internationalization of UniPlaces to the Spanish market: Internationalization plan to Madrid, Spain

Field Lab in Entrepreneurial Innovative Ventures

The Portuguese contemporary art as an investment

In this paper we investigate what drives the prices of Portuguese contemporary art at auction and explore the potential of art as an asset. Based on a hedonic prices model we construct an Art Price Index as a proxy for the Portuguese contemporary art market over the period of 1994 to 2014. A performance analysis suggests that art underperforms the S&P500 but overperforms the Portuguese stock market and American Government bonds. However, It does it at the cost of higher risk. Results also show that art as low correlation with financial markets, evidencing some potential in risk mitigation when added to traditional equity portfolios.

Uncertain Spaces: Virtual Configurations in Contemporary Art and Museums

Contém artigos apresentados na International Conference “Uncertain Spaces: Virtual Configurations in Contemporary Art and Museums”, na Fundação Calouste Gulbenkian (Lisboa), 31 Outubro - 1 de Novembro de 2014) de: Helena Barranha e Susana S. Martins - Introduction: Art, Museums and Uncertainty (pp.1-12); Alexandra Bounia e Eleni Myrivili - Beyond the ‘Virtual’: Intangible Museographies and Collaborative Museum Experiences (pp.15-32); Annet Dekker - Curating in Progress. Moving Between Objects and Processes (pp.33-54); Giselle Beiguelman - Corrupted Memories. The aesthetics of Digital Ruins and the Museum of the Unfinished (pp.55-82); Andrew Vaas Brooks - The Planetary Datalinks (pp.85-110); Sören Meschede - Curators’ Network: Creating a Promotional Database for Contemporary Visual Arts (pp.11-130); Stefanie Kogler - Divergent Histories and Digital Archives of Latin American and Latino Art in the United States – Old Problems in New Digital Formats (pp.131-156); Luise Reitstätter e Florian Bettel - Right to the City! Right to the Museum!(pp.159-182); Roberto Terracciano - On Geo-poetic systems: virtual interventions inside and outside the museum space (pp.183-210); e, Catarina Carneiro de Sousa e Luís Eustáquio - Art Practice in Collaborative Virtual Environments (pp.211-240).