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Search: person:"Santos, Douglas Gomes dos"
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Santos, Douglas Gomes dos
4
Ziegelmann, Flávio A.
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Candido, Osvaldo
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Tófoli, Paula V.
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Ziegelmann, Flávio Augusto
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Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting]
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Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
2
Estimação e previsão de volatilidade em períodos de crise : um estudo comparando modelos GARCH e modelos aditivos semi-paramétricos
Santos, Douglas Gomes dos
;
Ziegelmann, Flávio A.
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10009670439
Saved in:
3
Estimação de volatilidade em períodos de crise: Modelos aditivos semi-paramétricos versus modelos versus modelo Garch
Santos, Douglas Gomes dos
;
Ziegelmann, Flávio Augusto
-
Associação dos Centros de Pós-Graduação em …
-
2008
Persistent link: https://www.econbiz.de/10005028574
Saved in:
4
Volatility forecasting via MIDAS, HAR and their combination : an empirical comparative study for IBOVESPA
Santos, Douglas Gomes dos
;
Ziegelmann, Flávio A.
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 284-299
Persistent link: https://www.econbiz.de/10010425741
Saved in:
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