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(Portuguese) Desempenho do modelo estocástico de média-variância para o mercado brasileiro de ações, Hoeltgebaum, H. H., Filomena T. P., Borenstein D., Lejeune M., and Ziegelmann F. A. , Produto & Produção, Volume 13, p.63-73, (2012)
Conjugate processes: Theory and application to risk forecasting, Horta, E., and Ziegelmann F. A. , Stochastic Processes and their Applications, Volume 128, p.727-755, (2018)
Identifying the spectral representation of Hilbertian time series, Horta, E., and Ziegelmann F. A. , Statistics & Probability Letters, Volume 118, p.45-49, (2016)
Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index, Horta, E., and Ziegelmann F. A. , International Journal of Forecasting, Volume 34, p.75-88, (2018)
Mixing conditions of conjugate processes, Horta, E., and Ziegelmann F. A. , Chilean Journal of Statistics, Volume 10, Issue 2, p.123-129, (2019)