The following pages link to Cristiano Fernandes (Q295402):
Displaying 17 items.
- Restricted Kalman filtering revisited (Q295404) (← links)
- (Q978699) (redirect page) (← links)
- The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (Q978701) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models (Q2364005) (← links)
- (Q3071124) (← links)
- (Q3105142) (← links)
- Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds (Q3607873) (← links)
- Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model (Q4687563) (← links)
- (Q5045552) (← links)
- (Q5178678) (← links)
- Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables (Q5379122) (← links)
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans (Q5379164) (← links)
- A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (Q5696882) (← links)
- Forecasting aggregate claims using score‐driven time series models (Q6067571) (← links)
- A NON-PARAMETRIC METHOD FOR INCURRED BUT NOT REPORTED CLAIM RESERVE ESTIMATION (Q6155182) (← links)
- Lumpy and intermittent retail demand forecasts with score-driven models (Q6167355) (← links)
