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Frank M. de Pinho
Publication Activity (10 Years)
Years Active: 2016-2017
Publications (10 Years): 2
Top Topics
Hybrid Models
Financial Crisis
Stock Market
Mathematical Modeling
Top Venues
Math. Comput. Simul.
Commun. Stat. Simul. Comput.
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Publications
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Frank M. de Pinho
,
Ricardo F. Couto
Comparing volatility forecasting models during the global financial crisis.
Commun. Stat. Simul. Comput.
46 (7) (2017)
Frank M. de Pinho
,
Glaura C. Franco
,
Ralph S. Silva
Modeling volatility using state space models with heavy tailed distributions.
Math. Comput. Simul.
119 (2016)