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Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
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2
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
3
Comparing value-at-risk methodologies
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003591125
Saved in:
4
Comparing value-at-risk methodologies
Lima, Luiz Renato
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003390568
Saved in:
5
Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
-
2000
Persistent link: https://www.econbiz.de/10001480441
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6
Non-linearity and exchange rates
Fernandes, Marcelo
- In:
Journal of forecasting
17
(
1998
)
7
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001363622
Saved in:
7
Economics and literature : an examination of Gulliver's travels
Fernandes, Marcelo
- In:
Journal of economic studies
28
(
2001
)
2/3
,
pp. 92-105
Persistent link: https://www.econbiz.de/10001585848
Saved in:
8
Testing for a flexible non-linear link between short-term Eurorates and spreads
Fernandes, Marcelo
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001756876
Saved in:
9
Bounds for the probability distribution function of the linear ACD process
Fernandes, Marcelo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953810
Saved in:
10
Financial crashes as endogenous jumps: estimation, testing and forecasting
Fernandes, Marcelo
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003251178
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