Douglas Eduardo Turatti - Publikationer - Aalborg Universitets forskningsportal

Douglas Eduardo Turatti Teaching Portfolio

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9220 Aalborg Øst
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Publikationer pr. år

5 Tidsskriftartikel
2 Working paper
1 Ph.d.-afhandling

2 resultater

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2022

Multivariate Stochastic Volatility: A Likelihood Approach
Turatti, D. E., 2022.
Publikation: Working paper/Preprint › Working paper › Forskning

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2021
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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84 Downloads (Pure)