Access Statistics for Antonio Alberto Santos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Kernel density estimation using local cubic polynomials through option prices applied to intraday data 0 0 0 12 0 2 7 30
MCMC, likelihood estimation and identifiability problems in DLM models 0 1 3 68 0 3 11 228
On the Forecasting of Financial Volatility Using Ultra-High Frequency Data 0 0 0 63 0 1 6 136
Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison 0 2 2 64 1 3 8 123
Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier 0 0 0 27 0 0 2 247
Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers 0 0 0 100 1 1 2 384
Static and dynamic portfolio allocation with nonstandard utility functions 0 0 2 9 0 3 10 33
Stochastic Volatility Estimation with GPU Computing 0 0 1 79 0 1 6 115
The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures 0 0 3 78 0 2 11 114
Total Working Papers 0 3 11 500 2 16 63 1,410


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers 0 0 0 30 0 1 6 156
Total Journal Articles 0 0 0 30 0 1 6 156


Statistics updated 2022-01-05