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Supervisor Name
Morettin, Pedro Alberto
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Black-Litterman and ortogonal GARCH models for a portfolio of bonds issued by the...
Directed wavelet covariance for locally stationary processes
Partial Coherence and Its Applications
Comparison of methodologies for estimating volatilities for calculating VaR - value-at-risk...
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Functional-coefficient regression models for time series
Estimation of realized volatility of Telemar PN using data high frequency
Results: Displaying 10 of 45 on page 3 of 5
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