Items where Author is "Fruet Dias, Gustavo"

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Article

Fruet Dias, Gustavo, Fernandes, Marcelo and Scherrer, Cristina (2020) Price Discovery in a Continuous-Time Setting. Journal of Financial Econometrics. ISSN 1479-8409

Fruet Dias, Gustavo and Kapetanios, George (2018) Estimation and forecasting in vector autoregressive moving average models for rich datasets. Journal of Econometrics, 202 (1). pp. 75-91. ISSN 0304-4076

Fruet Dias, Gustavo (2017) The time-varying GARCH-in-mean model. Economics Letters, 157. pp. 129-132. ISSN 0165-1765

Papailias, Fotis and Fruet Dias, Gustavo (2015) Forecasting long memory series subject to structural change: A two-stage approach. International Journal of Forecasting, 31 (4). pp. 1056-1066. ISSN 0169-2070

Fruet Dias, Gustavo (2015) Book review: Nonlinear Time Series: Extreme Events and Integer Value Problems. Journal of the American Statistical Association, 110 (512). pp. 1823-1824. ISSN 0162-1459

This list was generated on Thu Aug 13 02:55:19 2020 BST.