Frank M. de Pinho

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Person:2228728


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modeling volatility using state space models with heavy tailed distributions
Mathematics and Computers in Simulation
2021-02-19Paper
Comparing volatility forecasting models during the global financial crisis
Communications in Statistics. Simulation and Computation
2017-11-15Paper


Research outcomes over time


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