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A general family of autoregressive conditional duration models applied to high-frequency financial data

Cunha, Danúbia R.; Vila, Roberto; Saulo, Helton; … - In: Journal of risk and financial management : JRFM 13 (2020) 3/45, pp. 1-20

In this paper, we propose a general family of Birnbaum–Saunders autoregressive conditional duration (BS-ACD) models based on generalized Birnbaum-Saunders (GBS) distributions, denoted by GBS-ACD. We further generalize these GBS-ACD models by using a Box-Cox transformation with a shape...

Persistent link: https://www.econbiz.de/10012174138

Estimating the optimal time for a road concession contract in Brazil

Pivatto, Douglas; Fernandez, Rodrigo Nobre; Saulo, Helton; … - In: International journal of economics and finance 9 (2017) 12, pp. 44-53

Persistent link: https://www.econbiz.de/10011782649

A new BISARMA time series model for forecasting mortality using weather and particulate matter data

Leiva, Víctor; Saulo, Helton; Souza, Rubens; Aykroyd, … - In: Journal of Forecasting 40 (2021) 2, pp. 346-364

Persistent link: https://www.econbiz.de/10012272994

Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk forecasting

Saulo, Helton; Pal, Suvra; Souza, Rubens; Vila, Roberto; … - In: Journal of forecasting 44 (2025) 2, pp. 589-605

Persistent link: https://www.econbiz.de/10015374068

Zero‑adjusted log‑symmetric quantile regression models

Cunha, Danúbia R.; Divino, José Angelo; Saulo, Helton - In: Computational economics 63 (2024) 5, pp. 2087-2111

Persistent link: https://www.econbiz.de/10014550884

A bivariate approach to the Mincerian earnings equation

Cunha, Danúbia R.; Saulo, Helton; Monsueto, Sandro Eduardo - In: Revista brasileira de economia : RBE ; publicação de … 77 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014444727

Effects of software piracy on economic growth

Fernandez, Rodrigo Nobre; Ribeiro, Felipe Garcia; … - In: International journal of economics and finance 10 (2018) 6, pp. 1-11

Persistent link: https://www.econbiz.de/10011884407

Determinants of private investment contracts in the basic sanitation sector : evidence for developing countries

Borges, Dianifer Leal; Fernandez, Rodrigo Nobre; … - In: Revista brasileira de economia de empresas 23 (2023) 1, pp. 63-83

Persistent link: https://www.econbiz.de/10015055270

Discussion of “Birnbaum‐Saunders distribution : A review of models, analysis, and applications” by N. Balakrishnan and Debasis Kundu

Saulo, Helton; Leão, Jeremias; Santos‐Neto, Manoel - In: Applied Stochastic Models in Business and Industry 35 (2018) 1, pp. 118-121

Persistent link: https://www.econbiz.de/10012272406

Log‐symmetric regression models : information criteria and application to movie business and industry data with economic implications

Ventura, Marcelo; Saulo, Helton; Leiva, Victor; … - In: Applied Stochastic Models in Business and Industry 35 (2019) 4, pp. 963-977

Persistent link: https://www.econbiz.de/10012272451