Flávio Augusto Ziegelmann

Universidade Federal do Rio Grande do Sul

11H指数

53论文数

510被引数

收录论文 6

发表时间

Measuring systemic risk via GAS models and extreme value theory: Revisiting the 2007 financial crisis

FINANCE RESEARCH LETTERS

IF6.9

2021-01-01

PREAI

Gavronski, Pedro Gerhardt; Ziegelmann, Flavio A.

Robust factor modelling for high-dimensional time series: An application to air pollution data

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2019-04-01

OAAI

Reisen, Valderio Anselmo; Sgrancio, Adriano Marcio; Levy-Leduc, Celine; Bondon, Pascal; Monte, Edson Zambon; Aranda Cotta, Higor Henrique; Ziegelmann, Flavio Augusto

Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2018-01-01

PREAI

Horta, Eduardo; Ziegelmann, Flavio

LASSO-Type Penalties for Covariate Selection and Forecasting in Time Series 时间序列中协变量选择和预测的LASSO型惩罚

JOURNAL OF FORECASTING

IF2.7

2016-02-21

PREAI

Konzen, Evandro; Ziegelmann, Flavio A.

Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA

JOURNAL OF FORECASTING

IF2.7

2014-03-14

PREAI

Santos, Douglas G.; Ziegelmann, Flavio A.

A nonparametric method for estimating asymmetric densities based on skewed Birnbaum-Saunders distributions applied to environmental data

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

IF3.6

2013-02-26

PREAI

Saulo, Helton; Leiva, Victor; Ziegelmann, Flavio A.; Marchant, Carolina

研究方向