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!
| Publication | Date of Publication | Type |
|---|---|---|
| Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach Journal of Business and Economic Statistics | 2024-08-13 | Paper |
| Dynamic D-vine copula model with applications to Value-at-Risk (VaR) Journal of Time Series Econometrics | 2019-06-11 | Paper |
| Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansen's cointegration models with structural break São Paulo Journal of Mathematical Sciences | 2017-08-28 | Paper |
| Exact likelihood function for a regression model with MA(1) errors Economics Letters | 2016-01-01 | Paper |
| Conditional stochastic kernel estimation by nonparametric methods Economics Letters | 2009-12-21 | Paper |
| The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models Communications in Statistics. Simulation and Computation | 2009-05-12 | Paper |
| Effect of outliers on forecasting temporally aggregated flow variables Test | 2005-09-05 | Paper |
Research outcomes over time
This page was built for person: Pedro L. Valls Pereira
