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~institution:"Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro"
~person:"Franses, Philip Hans"
~person:"Medeiros, Marcelo C."
~person:"Stadtmann, Georg"
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Franses, Philip Hans
Medeiros, Marcelo C.
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Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina Frankfurt (Oder)
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Evaluating the performance of GARCH models using White´s Reality Check
Souza, Leonardo
;
Veiga, Alvaro
;
Medeiros, Marcelo C.
-
Departamento de Economia, Pontifícia Universidade …
-
2002
Persistent link: https://www.econbiz.de/10005222461
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A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAller, Michael
;
Medeiros, Marcelo C.
-
Departamento de Economia, Pontifícia Universidade …
-
2007
flexible for purposes of
forecasting
volatility. …
Persistent link: https://www.econbiz.de/10005744743
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