Ricardo F. Couto

Publication Activity (10 Years)

Years Active: 2017-2021
Publications (10 Years): 2

Top Topics

Financial Crisis

Cluster Analysis

Top Venues

Commun. Stat. Simul. Comput.

Publications

Ricardo F. Couto, Luiz Henrique Duczmal, Denise Burgarelli, Felipe Álvares, Gladston J. P. Moreira
Nonparametric dependence modeling via cluster analysis: A financial contagion application. Commun. Stat. Simul. Comput. 50 (2) (2021)
Frank M. de Pinho, Ricardo F. Couto
Comparing volatility forecasting models during the global financial crisis. Commun. Stat. Simul. Comput. 46 (7) (2017)