The following pages link to Marcelo Fernandes (Q262793):
Displaying 13 items.
- International market links and volatility transmission (Q528027) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Bounds for the probability distribution function of the linear ACD process (Q1770076) (← links)
- A multivariate conditional autoregressive range model (Q1927776) (← links)
- A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
- Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
- Central limit theorem for asymmetric kernel functionals (Q2501350) (← links)
- Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)
- A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)
- Guns and Suicides (Q5882545) (← links)
