Eduardo Ferioli Departamento de Estatística, Universidade Federal Fluminense & Department of Statistics, London School of Economics   Rua Professor Marcos Waldemar de Freitas Reis s/n Bloco G São Domingos Niterói, RJ 24210201 Brasil   eduardoferioli@id.uff.br   http://eduardo.sites.uff.br           JEL Areas: D8 : Information, Knowledge, and Uncertainty: General G1 : General Financial Markets: General (includes Measurement and Data)