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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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Nonparametric assessment of hedge fund performance
Almeida, Caio; Ardison, Kym; Garcia, René - 2019
Persistent link: https://www.econbiz.de/10012181908
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800
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Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - 1995
Persistent link: https://www.econbiz.de/10001512540
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Forecasting bond yields with segmented term structure models
Almeida, Caio; Simonsen, Axel; Vicente, José Valentim … - 2012
Persistent link: https://www.econbiz.de/10009573883
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Estimacão não-paramétrica do risco de cauda
Almeida, Caio; Vicente, José Valentim Machado; … - 2013
Persistent link: https://www.econbiz.de/10010205908
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Does curvature enhance forecasting?
Almeida, Caio; Gomes, Romeu; Leite, André; Vicente, José - 2007
Persistent link: https://www.econbiz.de/10003646179
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Identifying volatility risk premium from fixed income Asian options
Almeida, Caio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003467488
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The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio (contributor); Vicente, José (contributor) - 2007
Persistent link: https://www.econbiz.de/10003566042
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Movimentos da estrutura a termo e critérios de minimação do erro de previsão em um modelo paramétrico exponencial
Almeida, Caio; Gomes, Romeu; Leite, André; Vicente, José - 2007
Persistent link: https://www.econbiz.de/10003566591