Citations (14)
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Javier Trívez & Beatriz Catalán. (2010) Effects of level shifts and temporary changes on the estimation of GARCH models. Journal of Statistical Computation and Simulation 80:6, pages 667-688.
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Javier Trívez & Beatriz Catalán. (2009) Detecting level shifts in ARMA-GARCH (1,1) Models. Journal of Applied Statistics 36:6, pages 679-697.
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Mateus Gonzalez de Freitas Pinto, Guilherme de Oliveira Lima C. Marques & Chang Chiann. (2022) Jump detection in high-frequency financial data using wavelets. International Journal of Wavelets, Multiresolution and Information Processing 21:02.
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Piotr Fiszeder, Marcin Fałdziński & Peter Molnár. (2023) Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. Journal of Empirical Finance 70, pages 308-321.
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Anupam Dutta. 2022. Revisiting Electricity Market Reforms. Revisiting Electricity Market Reforms
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Luiz Koodi Hotta & Carlos Trucíos. 2018. Advances in Mathematics and Applications. Advances in Mathematics and Applications
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Amélie Charles & Olivier Darné. (2014) Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. Journal of Banking & Finance 43, pages 188-199.
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Vicente Medina & Angel Pardo. (2011) Is the EUA a new asset class?. Is the EUA a new asset class?.
Vicente Medina & Ángel Pardo Tornero. (2010) Is the EUA a New Asset Class?. SSRN Electronic Journal.
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