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REALIZED NON-LINEAR STOCHASTIC VOLATILITY MODELS WITH ASYMMETRIC EFFECTS AND GENERALIZED STUDENT'S T-DISTRIBUTIONS.
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- Journal of the Japan Statistical Society, 2014, v. 44, n. 1, p. 83, doi. 10.14490/jjss.44.83
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- Article
Incorporating Realized Quarticity into a Realized Stochastic Volatility Model.
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- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 495, doi. 10.1007/s10690-019-09276-2
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- Article
Entrepreneurial Activity for Integrating Mathematics, Art, and Social Science into Society.
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- KnE Social Sciences, 2022, p. 519, doi. 10.18502/kss.v7i19.12472
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- Article
Modern Ethnomathematics Mainstreaming through Enterpreneurship Using Mathematical Ornaments.
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- International Journal on Emerging Mathematics Education (IJEME), 2021, v. 5, n. 2, p. 91, doi. 10.12928/ijeme.v5i2.15118
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- Article
MODELING OF RETURNS VOLATILITY THROUGH EGARCH MODEL USING HIGH-FREQUENCY DATA.
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- Journal of Applied Probability & Statistics, 2023, v. 18, n. 2, p. 1
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- Article