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João Henrique Gonçalves Mazzeu

universidade estadual de campinas

3H指数
19论文数
75被引数
收录论文 4
发表时间
Combining Volatility Forecasts of Duration-Dependent Markov-Switching Models
err2024-11-25
err0
errOAAI
errTuratti, Douglas Eduardo; Mendes, Fernando Henrique de Paula e Silva; Mazzeu, Joao H. G.
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Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting
err2021-10-01
err6
PREAI
errTrucios, Carlos; Mazzeu, Joao H. G.; Hotta, Luiz K.; Valls Pereira, Pedro L.; Hallin, Marc
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Modeling and forecasting the oil volatility index
err2019-06-27
err11
errOAAI
errGoncalves Mazzeu, Joao H.; Veiga, Helena; Mariti, Massimo B.
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