Douglas Eduardo Turatti

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Economics and Business, PhD, Aarhus University

Dimissionsdato: 1 jun. 2018

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Duration Dependent Volatility Models with Value-weighted Approach
Turatti, D. E. & Mendes, F. H. P. S., 2021, (Afsendt).
Publikation: Working paper/Preprint › Working paper › Forskning › peer review

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Efficient estimation of time-varying parameter models with stochastic volatility
Turatti, D. E., 2021, (Afsendt).
Publikation: Working paper/Preprint › Working paper › Forskning › peer review

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7 Downloads (Pure)
Multivariate Stochastic Volatility: A Likelihood Approach
Turatti, D. E., 2020, (Under udarbejdelse).
Publikation: Working paper/Preprint › Working paper › Forskning

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2 Downloads (Pure)
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, D. E., Mendes, F. H. D. P. E. S. & Caldeira, J. F., maj 2020, I: Finance Research Letters. 34, 101252.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

4 Citationer (Scopus)
Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility
Turatti, D. E., 17 maj 2018, Department of Economics and Business Economics, Aarhus University. 105 s.
Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling

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