Morettin, Pedro Alberto
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Name
Title
Area
Document
Colleges
Year
Estimation of stochastic conditional duration models by means of the empirical characteristic...
Time varying cointegration model: approach using wavelets
Transformations in time series models
Nonparametric regression with stationary mixing processes
A study on the currencies of emerging countries: modeling volatility through Garch...
Local dependence measures for time series
Results: Displaying 10 of 45 on page 2 of 5