• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 244
  • 180
  • 15
  • 10
  • 7
  • 6
  • 5
  • 5
  • 5
  • 5
  • 5
  • 5
  • 5
  • 5
  • 3
  • Tagged with
  • 521
  • 177
  • 149
  • 145
  • 106
  • 101
  • 90
  • 40
  • 39
  • 38
  • 38
  • 38
  • 34
  • 33
  • 33
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
471

Análise crítica da metáfora no discurso inaugural de Nelson Mandela

Candia, Guilene Detimermane de Souza 17 March 2009 (has links)
Made available in DSpace on 2016-04-28T18:24:00Z (GMT). No. of bitstreams: 1 Guilene Detimermane de Souza Candia.pdf: 646049 bytes, checksum: 89ed730a7017f0a430c459439c2ec3ed (MD5) Previous issue date: 2009-03-17 / Secretaria da Educação do Estado de São Paulo / This master's thesis concerns the research, under the critical and pragmatic perspective, the conceptual and linguistic metaphors that have the effect of the bearer of ideology and strategy of civility in political discourse. It was the study of the opening address of the South African leader, Nelson Mandela Rolihlahla, pronounced in the occasion of his entrance into the office as President of South Africa on 10 May 1994 in the city of Johannesburg, capital of that country. The speech was sharp in English language, but for the analysis, we used the Portuguese translation, interpreting the ideological occurrences in it. The option for this speech was because we believe it has been a landmark of changes in the history of that country. The approach of the Metaphor in Use assumes that even the metaphor is a figure of thought, which is conceptual. It manifests itself in scope of language in use, and it is from the discursive context that it can most be understood. This dissertation, therefore, fits into the approach of Metaphor in Use and in the Theory of Conceptual Metaphor. First, for analyzing the pragmatic meaning of metaphors, that is, its meaning within the specific socio-historical context, and secondly for appraising the reality by meaning of metaphors. Considering these theoretical tools and counting on the methodology of Critical Analysis of Metaphor, this dissertation aims to identify the metaphors that have the sense of carrying the ideology of Mandela and that expresses criticism of his predecessors in power in a polish way, while safeguarding the identities of those involved in the discourse. Both analyses had been in such a way carried through leaving for the identification of metaphorical expressions, thus indicating the types of metaphors identified and, finally, given by whom, where and for whom the speech was pronounced, seeking its pragmatic sense. The results have shown that Mandela, making use of linguistic and conceptual metaphors, first, expressed his pacifist ideology, showing still, that it is fruit of a long way and, secondly, criticized his predecessors in power, without causing harm, that is, the metaphors in this discourse had also had a role to disarm the aggression / Esta dissertação de mestrado refere-se à pesquisa, sob a perspectiva crítica e pragmática, das metáforas conceptuais e lingüísticas que tenham o sentido de portadora de ideologia e de estratégia de polidez num discurso político. Teve como base de estudo o Discurso Inaugural do líder sul-africano, Nelson Rolihlahla Mandela, proferido na ocasião de sua posse como presidente da África do Sul, em 10 de maio de 1994, na cidade de Johannesburgo, capital daquele país. O discurso foi pronunciado em língua inglesa, mas para a análise servimo-nos da tradução ao português, interpretando suas ocorrências na mesma. A escolha deste discurso se deu por acreditarmos que o mesmo tenha sido um marco de mudanças na história daquele país e, a abordagem da metáfora em uso pressupõe que, mesmo a metáfora sendo uma figura de pensamento, isto é conceptual, ela manifesta-se no âmbito da linguagem em uso, e é a partir do contexto discursivo que ela pode ser mais bem compreendida. E esta dissertação, portanto, insere-se na abordagem da Metáfora em Uso e na Teoria da Metáfora Conceptual, primeiramente, por analisar o sentido pragmático das metáforas, isto é, o seu sentido dentro do contexto sócio-histórico específico e, em segundo lugar, por conceituar a realidade por meio das metáforas. Considerando essas ferramentas teóricas e contando com a metodologia da Análise Crítica da Metáfora esta dissertação se propõe a apontar as metáforas que tenham o sentido de portadora da ideologia de Mandela e que expressem críticas aos seus antecessores no poder de maneira polida, salvaguardando as faces dos envolvidos no discurso. Para tanto foram realizadas as análises, partindo pela identificação das expressões metafóricas, logo, apontando os tipos de metáforas identificadas e, por último, considerando por quem, onde e para quem foi proferido o discurso, buscando o seu sentido pragmático. Os resultados mostraram que Mandela, ao servir-se das metáforas conceptuais e lingüísticas, primeiramente, expressou sua ideologia pacifista, mostrando ainda, que é fruto de um longo caminho e, em segundo lugar, critica seus antecessores no poder, sem provocar ofensas, isto é, as metáforas, neste discurso, tiveram a função, também, de desarmar a agressão
472

Carnavalização e paródia em Álbum de Família, de Nelson Rodrigues

Rodrigues, Sergio Manoel 27 August 2008 (has links)
Made available in DSpace on 2016-04-28T19:59:12Z (GMT). No. of bitstreams: 1 Sergio Manoel Rodrigues.pdf: 2755114 bytes, checksum: 73bacfe9b4179d5cf75b98a6019e5a8e (MD5) Previous issue date: 2008-08-27 / The present work studies the dramatic gender, since its origins, the ritual stages of the old ones, until the main theatrical manifestations of the contemporaneity. It is centered, afterwards, in the Brazilian context, when dealing with the theatrical workmanship by Nelson Rodrigues, playwright that innovated the scenic language and restored modernity in the national theater, a time that, before this, the stages in our country only appropriated of comedies or foreign texts. By means of the inquiry and of the analysis, this research aims at to develop a critical study of Album of family (play written by related author, in 1945), with the objective to bring specific aspects of the dramatic action of the mentioned theatrical text into the open, that divides itself in two narrative plans that contradict themselves. The duality and ambiguity, enrolled in the text of the play, are argued and analyzed for the point of view of certain universal subjects (adultery, incest, violence, homosexuality, prostitution, preconception, maleness and paedophilia), considered taboos for the more conservatives and ranks in prominence by means of literary procedures over all the carnival theory and the parody , with which the author intends to show the chaos that afflicts the contemporary society and the man. Such procedures disclose a peculiar universe, where institutions, as the family and the Church, have its functions put in check for social and human blemishes. Moreover, by means of the criticism to the society and the family, Nelson Rodrigues looks for to distort myths, subjects and ideologies that serve of ground to the classic theater and to the bourgeois society too, at the same time where he dialogues with other theatrical manifestations, imposing himself thus, as the creator of an authentic Brazilian tragedy, in agreement with the carnival theory and the parody and, above all, morality / O presente trabalho estuda o gênero dramático, desde suas origens, as encenações ritualísticas dos antigos, até as principais manifestações teatrais da contemporaneidade. Centra-se, a seguir, no contexto brasileiro, ao tratar da obra teatral de Nelson Rodrigues, dramaturgo que inovou a linguagem cênica e instaurou a modernidade no teatro nacional, uma vez que, antes disso, as encenações em nosso país se apropriavam somente de comédias ou de textos estrangeiros. Por meio da investigação e da análise, esta pesquisa visa a desenvolver um estudo crítico de Álbum de família (peça escrita pelo referido autor, em 1945), com o objetivo de lançar luz sobre aspectos específicos da ação dramática do mencionado texto teatral, que se divide em dois planos narrativos que se contradizem. A dualidade e ambigüidade, inscritas no texto da peça, são discutidas e analisadas do ponto de vista de certos temas universais (adultério, incesto, violência, homossexualismo, prostituição, preconceito, machismo e pedofilia), considerados tabus pelos mais conservadores e postos em destaque por meio de procedimentos literários sobretudo a carnavalização e a paródia , com os quais o autor pretende desnudar o caos que aflige a sociedade e o homem contemporâneos. Tais procedimentos revelam um universo peculiar, em que instituições, como a família e a Igreja, têm suas funções postas em xeque pelas mazelas sociais e humanas. Além disto, por meio da crítica à sociedade e à família, Nelson Rodrigues procura desconstruir mitos, temas e ideologias que servem de fundamento ao teatro clássico e também à sociedade burguesa, ao mesmo tempo em que dialoga com outras manifestações teatrais, impondo-se, assim, como o criador de uma autêntica tragédia brasileira, carnavalizada, paródica e, acima de tudo, moralizante
473

Crítica ontológica à teoria da democracia como valor universal de Carlos Nelson Coutinho / Ontological criticisms of Carlos Nelson Coutinho`s Theory of democracy as an universal value

Magane, Felipe Toledo 22 May 2007 (has links)
Made available in DSpace on 2016-04-27T19:31:31Z (GMT). No. of bitstreams: 1 Felipe Toledo Magane.pdf: 829580 bytes, checksum: b6dd6e0a1ee5e2d0a2447d68c065eb2f (MD5) Previous issue date: 2007-05-22 / In a historic moment in which the bourgeois autocracy of the country was rebuilding itself, in the year of 1979, a process started by the proclamation of political amnesty at the beginning of the government of João B. Figueiredo, an essay by Carlos Nelson Coutinho was published in issue number 9 of magazine Encontros com a Civilização Brasileira (meeting of Brazilian culture), entitled Democracy as an universal value . This essay is the very root of our present endeavor. It is an essay held by many positively or negatively as a watershed in left-wing Brazilian politics. The main purpose of this present research is to unveil the ideologic pattern of Coutinho s worldview, its ramifications and practical advent within the left-wing. There is also an added concern of salvaging an old debate of the European worker s movement about the validity, universality or class-related, of political democracy. Taking as a starting point the debates within German and Russian social-democracy, we considered the disputes between Rosa Luxemburg and Eduard Bernstein, and, later, Lenin s criticism of Kautsky. Furthermore, it is also our intention to remark on the influence exerted on Carlos Nelson Coutinho s theory by the trend of Euro-communism , particularly from the ideological output of the Italian Communist Party and its organic intellectuals . The project was based on a specific bibliographic research and in other historical documents, made through ontological criticism, containing an immanent analysis of the subject, its social determination and function in the evolving of the historical process. Sifting through Coutinho s concept-linking, we located many problematic appropriations, wherein concepts about art, taken from the works of 13 Karl Marx, were transposed to the sphere of politics. We made an effort to analyze Coutinho s limitations, with the aid of the ontologic lineaments of marxist thought. About onto-negative determination of politicity, with specify the limits of political democracy, not as ultimate liberty, due to its being supported by the pillars of a civil society driven by capital. The emancipation of mankind in general requires an association in which the free development of each is a condition for the development of all (Karl Marx) / No momento histórico de auto-reforma da autocracia burguesa, em 1979, proclamada pela anistia política, no período inicial do governo de João B. Figueiredo, foi publicado, na Revista Encontros com a Civilização Brasileira Nº 9, o ensaio de Carlos Nelson Coutinho "A democracia como valor universal" que é a raiz de nosso trabalho. Esse seu ensaio é considerado por muitos - para o bem ou para o mal - como um divisor de águas na própria esquerda brasileira. O principal objetivo desta pesquisa é o desvendamento da trama ideológica da visão de mundo de Coutinho, seus desdobramentos e sua consumação prática no interior da esquerda, bem como procura resgatar uma antiga discussão do movimento operário europeu sobre a validade, seja universal, seja de classe da democracia política. Tomando como ponto de partida os debates no interior da social-democracia alemã e russa, desenvolvemos os embates entre Rosa Luxemburgo e Eduard Bernstein e, posteriormente, as críticas de Lênin contra Kautsky. Objetivamos ainda apontar para a influência que a teoria de Carlos Nelson Coutinho sofreu do eurocomunismo , particularmente da produção ideológica do Partido Comunista Italiano e de seus intelectuais orgânicos . O trabalho baseou-se em pesquisa bibliográfica específica, e em outros documentos históricos, através da crítica ontológica, constituída da análise imanente do objeto, sua determinação social e função no evolver do processo histórico. Encontramos no decorrer das concepções de Coutinho apropriações problemáticas de transposição de conceitos acerca da arte, extraídos da obra de Karl Marx, para a esfera da política. Procuramos analisar suas limitações, com o auxílio dos lineamentos ontológicos do pensamento marxiano, sobre a determinação ontonegativa da politicidade, que especifica os limites da democracia política, não como a última forma de liberdade, pois que se assentam 11 nos pilares da sociedade civil regida pelo capital. A emancipação humana geral pressupõe uma associação na qual o livre desenvolvimento de cada um é a condição para o livre desenvolvimento de todos (Karl Marx)
474

Anjos & cronistas: Dybbukim entre a ditadura e o futebol

MUINHOS, Breno Pauxis 24 February 2015 (has links)
Submitted by Irvana Coutinho (irvana@ufpa.br) on 2017-04-12T17:00:15Z No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Dissertacao_AnjosCronistasDybbukim.pdf: 692257 bytes, checksum: 987bde12d8c737d2c0e4322dc2d26dcd (MD5) / Approved for entry into archive by Irvana Coutinho (irvana@ufpa.br) on 2017-04-12T17:00:39Z (GMT) No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Dissertacao_AnjosCronistasDybbukim.pdf: 692257 bytes, checksum: 987bde12d8c737d2c0e4322dc2d26dcd (MD5) / Made available in DSpace on 2017-04-12T17:00:39Z (GMT). No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Dissertacao_AnjosCronistasDybbukim.pdf: 692257 bytes, checksum: 987bde12d8c737d2c0e4322dc2d26dcd (MD5) Previous issue date: 2015-02-24 / A presente pesquisa tem por objetivo analisar os antagonismos percebidos nas crônicas esportivas escritas pelo poeta Carlos Drummond de Andrade e pelo dramaturgo Nelson Rodrigues, publicadas em duas antologias post-mortem, Quando é dia de futebol, organizada por dois netos do poeta mineiro, e À sombra das chuteiras imortais, uma seleção feita por Ruy Castro. Os antagonismos são discutidos no trabalho ao apontar para as opiniões dos autores, quanto aos rumos da política nacional e da sociedade brasileira no período da Ditadura Civil-Militar; aqui percebidos na visão crítica das obras como anjos modernos e categorizando-as como dybbukim literários, a partir de reflexões sugeridas em História & Modernismo de Mônica Velloso e O anjo da história de Walter Benjamin. Para tanto, realizar-se-á uma breve discussão sobre o gênero crônica, alguns traços de sua origem no Brasil, bem como a relação entre crônica, jornalismo e Literatura. Além de uma exposição sobre estudos acerca de crônicas esportivas escritas por literatos, como Coelho Neto e Lima Barreto, e discussões que tratam do conceito de Moderno e do Modernismo; por fim, selecionaram-se algumas das crônicas dos dois autores sobre futebol e política, em que se exemplificam as categorizações propostas. / This research aims to analyze the perceived antagonism in sports chronicles written by the poet Carlos Drummond de Andrade and the playwright Nelson Rodrigues, published in two anthologies post-mortem Quando é dia de futebol, organized by two of the miner poet grandchildren, and À sombra das chuteiras imortais, a selection made by Ruy Castro. The antagonisms are described in this work by pointing to the opinions of the authors, about the direction of national politics and Brazilian society in the period of the Civil-Military Dictatorship; here perceived in critical view of modern works such as angels, and categorizing them as literary dybbukim: from reflections suggested in História & Modernismo of Monica Velloso and O anjo da história of Walter Benjamin. This shall be held a brief discussion about the chronic gender, some traces of its origin in Brazil, and the relationship between chronic, journalism and literature. In addition to an exposition of studies on chronic sports written by writers like Coelho Neto and Lima Barreto, and discussions dealing with the concept of Modern and Modernism, finally selected some of the chronicles of two authors about soccer and politics, in which to exemplify the proposed categorization.
475

The Argus: Mandela, the Rivonia Trial, life or death? / Mandela: the Rivonia Trial, life or death?

Cruywagen, Dennis, Drysdale, Andrew 07 February 1990 (has links)
The Rivonia treason trial started on October 9, 1963, the same day that former Cape Town coloured singer Danny Williams made front page headlines by marrying a white girl in London. Those were the days when apartheid, not as “reformed” as it is today, was rigorously applied by the National Party government. Love, sex and marriage across the colour line were forbidden. Crooner Williams, 31, then riding the crest of the pop wave with his ballad “Moon River”, took his vows with Bobbi Carole, who married him against the wishes of her parents. Williams, fearing persecution, told an interviewer he would not be welcome in South Africa again. But most prominent by far on the front page that day was the Rivonia treason trial. A report from Pretoria — following the style of the times — said: “Eleven men — four whites, one Indian and six Natives — went on trial in the Supreme Court here today before Mr Justice Quartus de Wet (Judge President of the Transvaal) on charges of sabotage and of offences under the Suppression of Communism Act and of contravening the Criminal Law Amendment Act.” / Supplement to The Argus, Wednesday February 7 1990 / Exclusive Part 2
476

Development ethics and the Canadian North : a case study analysis of the Churchill-Nelson Rivers Hydro Diversion Project

Friesen, Wilbert J. January 1999 (has links)
This thesis argues that economic development, in both theory and practice, is inevitably based on moral questions. These questions have been explored in recent years by "development ethicists," a multidisciplinary group of scholars and practitioners committed to evaluating the policy implications of economic development. Chapter 1 engages this body of literature, arguing that the capability ethic articulated by Amartya Sen and Martha Nussbaum can provide a valuable ethical framework for evaluating economic development in the Canadian north. Their approach is considered in conjunction with other ethical proposals, and, in particular, how theological insights provide an additional dimension for a more comprehensive development ethic. / Chapter 2 investigates the ethical assumptions in the theories and models of economic development proposed for the Canadian north, and how public policy based on these theories and models has infringed on the claims and aspirations of Aboriginal peoples. The chapter then shifts from the larger Canadian context to Manitoba, and explores the story of how two hydro development projects impacted several Aboriginal communities. / This story provides the context for understanding why four church denominations became involved in defending the rights and aims of five Aboriginal communities in northern Manitoba. Chapter 3 examines the moral vision of the four Christian churches and their rationale for sponsoring four days of public hearings on the Churchill-Nelson Rivers hydro diversion project. The public hearings provide an opportunity to analyse how development affects the lives of a people group when it is thrust upon them without consideration of their economic, cultural, and social value systems. / The final chapter examines the issue of the loss of cultural identity for Aboriginal communities as economic development occurs. A major issue pertaining to the loss of cultural identity is whether a development ethic should be based on a universal ethic, or on local traditions, for example, the traditions of the five Aboriginal communities in northern Manitoba. The efforts of the Interchurch Task Force are investigated as a particular type of response to these issues.
477

Essays on Macro-Financial Linkages

de Rezende, Rafael B. January 2014 (has links)
This doctoral thesis is a collection of four papers on the analysis of the term structure of interest rates with a focus at the intersection of macroeconomics and finance. "Risk in Macroeconomic Fundamentals and Bond Return Predictability" documents that factors related to risks underlying the macroeconomy such as expectations, uncertainty and downside (upside) macroeconomic risks are able to explain variation in bond risk premia. The information provided is found to be, to a large extent, unrelated to that contained in forward rates and current macroeconomic conditions. "Out-of-sample bond excess returns predictability" provides evidence that macroeconomic variables, risks in macroeconomic outcomes as well as the combination of these different sources of information are able to generate statistical as well as economic bond excess returns predictability in an out-of-sample setting. Results suggest that this finding is not driven by revisions in macroeconomic data. The term spread (yield curve slope) is largely used as an indicator of future economic activity. "Re-examining the predictive power of the yield curve with quantile regression" provides new evidence on the predictive ability of the term spread by studying the whole conditional distribution of GDP growth. "Modeling and forecasting the yield curve by extended Nelson-Siegel class of models: a quantile regression approach" deals with yield curve prediction. More flexible Nelson-Siegel models are found to provide better fitting to the data, even when penalizing for additional model complexity. For the forecasting exercise, quantile-based models are found to overcome all competitors. / <p>Diss. Stockholm :  Stockholm School of Economics, 2014. Introduction together with 4 papers.</p>
478

Conceptual expression and depictive opacity: Changing attitudes towards architectural drawings between 1960 and 1990

Kim, Hoyoung 07 January 2016 (has links)
This dissertation is a study of a remarkable change that came about in the kind of drawings that architects used to present their work between the decades of 1960 and 1990. Drawings in this period, visually rich and compositionally complex, seemed to mark an entirely new sensibility towards their function; their goal seemed to be not so much to clearly depict the forms of a proposed building, but to instead focus on its conceptual aspects. In fact, in several cases, drawings seemed to be treated as graphic projects in their own right, over and above the work they presented. This trend was accompanied by two other developments. Around the same time, there was a sudden increase in theoretical interest in drawings within the architectural community leading to a flurry of published articles, essays and books on the topic. And all this happened to coincide with the time that the Postmodern movement came to dominate architecture. The study aims to understand the relationship between these trends, and to develop a better understanding of the reasons for these changes to have occurred. It does so by, first, developing a theoretical framework to help understand the nature and impact of the changes in drawings. Next, it presents a detailed historical account of these changes. This is followed by an in-depth study of a single architect, James Stirling, to show how the new types of drawings were not simply a means to present ideas, but played a formative role in design as well. Apart from developing a contextualized historical account of an important development in contemporary architectural history, the study also finds that the change in the drawing practice and the theoretical interests were not simply an outcome of Postmodern cultural theory of the period, but were instigated by concerns that arose from within architecture itself. It thus offers a useful case-study on how changes in disciplinary practice are brought about.
479

Artistas ilustradores : a editora Globo e a constituição de uma visualidade moderna pela ilustração

Ramos, Paula Viviane January 2007 (has links)
Esta pesquisa trata de artes visuais e artes gráficas no Rio Grande do Sul na primeira metade do século XX, tomando como objeto de estudo livros ilustrados por artistas plásticos e com selo da Editora Globo. São analisadas as obras e trajetórias dos três principais artistas ligados à antiga Seção de Desenho da empresa: João Fahrion, Edgar Koetz e Nelson Boeira Faedrich. Envolvendo um amplo levantamento historiográfico e de fontes primárias até então não sistematizadas, a tese apresenta e contextualiza as inovações presentes na obra gráfica desses artistas, discute de que forma tal experiência influenciou suas poéticas (voltadas principalmente à pintura e à gravura), bem como seus reflexos na constituição de uma modernidade visual no Estado. / This research deals with visual and graphic arts in the Brazilian state of Rio Grande do Sul in the first half of the twentieth century. Books illustrated by plastic artists and published by Editora Globo are studied here. The works and paths of the three main artists associated with the Company’s old Drawing Section are analyzed; they are João Fahrion, Edgar Koetz, and Nelson Boeira Faedrich. A wide historiographic survey is carried out, including primary sources never systematized before. The innovations in the graphic work of those three artists are presented and contextualized. The way in which that innovative experience influenced those artists’ poetics (turned mainly on painting and illustration) is discussed, as well as its effects on building a visual modernity in Rio Grande do Sul.
480

Estrutura a termo de volatilidade no mercado brasileiro e aplicação para risco de mercado

Akamine, André Mitsuo 29 January 2014 (has links)
Submitted by Andre Akamine (andre_akamine@yahoo.com.br) on 2014-02-25T19:51:22Z No. of bitstreams: 1 dissertacao-andre_akamine -versao final.pdf: 1090370 bytes, checksum: 2cc992eb83cbdbf42457a77eeb02dffa (MD5) / Approved for entry into archive by Vera Lúcia Mourão (vera.mourao@fgv.br) on 2014-02-25T20:48:28Z (GMT) No. of bitstreams: 1 dissertacao-andre_akamine -versao final.pdf: 1090370 bytes, checksum: 2cc992eb83cbdbf42457a77eeb02dffa (MD5) / Made available in DSpace on 2014-02-26T12:20:22Z (GMT). No. of bitstreams: 1 dissertacao-andre_akamine -versao final.pdf: 1090370 bytes, checksum: 2cc992eb83cbdbf42457a77eeb02dffa (MD5) Previous issue date: 2014-01-29 / Com o objetivo de analisar o impacto na Estrutura a Termos de Volatilidade (ETV) das taxas de juros utilizando dois diferentes modelos na estimação da Estrutura a Termo das Taxas de Juros (ETTJ) e a suposição em relação a estrutura heterocedástica dos erros (MQO e MQG ponderado pela duration), a técnica procede em estimar a ETV utilizando-se da volatilidade histórica por desvio padrão e pelo modelo auto-regressivo Exponentially Weighted Moving Average (EWMA). Por meio do teste de backtesting proposto por Kupiec para o VaR paramétrico obtido com as volatilidades das ETV´s estimadas, concluí-se que há uma grande diferença na aderência que dependem da combinação dos modelos utilizados para as ETV´s. Além disso, há diferenças estatisticamente significantes entre as ETV´s estimadas em todo os pontos da curva, particularmente maiores no curto prazo (até 1 ano) e nos prazos mais longos (acima de 10 anos). / For the purpose of analyzing the impact in Volatility Term Structure (VTS) of interest rate using two different models in the estimation of the Term Structure of Interest Rates (TSIR) and the assumption regarding the heterocedastic structure of errors (OLS and GLS weighted by duration), the technique proceeds in estimating the VTS using the historical volatility by the standard deviation and autoregressive model Exponentially Weighted Moving Average (EWMA). Through the backtesting test proposed by Kupiec for parametric VaR obtained with the volatilities of VTS’s estimate, conclude that there is a big difference in adherence that depend on the combination of the models used for VTS’s. In addition, there is statistically significant differences between the VTS’s estimated around the points of the curve, specially higher in the short term (less than 1 year) and long term (over 10 years).

Page generated in 0.1153 seconds