Browsing School of Economics and Finance by Author "Fernandes, M"
Now showing items 1-4 of 4
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Modeling and predicting the CBOE market volatility index
Fernandes, M; Medeiros, MC; Scharth, M (2014-03) -
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model
Fernandes, M; Medeiros, MC; Veiga, A (2016-08-08) -
Smoothing Quantile Regressions
Fernandes, M; Guerre, E; Horta, E -
Testing for symmetry and conditional symmetry using asymmetric kernels
Fernandes, M; Mendes, EF; Scaillet, O (2015-08)