Browsing All of EconStor by Author Veiga, Alvaro
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2002 | Evaluating the forecasting performance of GARCH models using White´s Reality Check | Souza, Leonardo; Veiga, Alvaro; Medeiros, Marcelo C. |
2004 | Modeling multiple regimes in financial volatility with a flexible coefficient GARCH model | Medeiros, Marcelo C.; Veiga, Alvaro |
2006 | A (semi-)parametric functional coefficient autoregressive conditional duration model | Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro |
2007 | ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS | Mendes, Eduardo F.; Veiga, Alvaro; Medeiros, Marcelo C. |