Items where authors include "Dias, G.F."

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Article

Dias, G.F. and Kapetanios, G. (2018) Estimation and forecasting in vector autoregressive moving average models for rich datasets. Journal of Econometrics, 202 (1). pp. 75-91. ISSN 0304-4076

Dias, G.F. (2017) The time-varying GARCH-in-mean model. Economics Letters, 157. pp. 129-132. ISSN 0165-1765

Papailias, F. and Dias, G.F. (2015) Forecasting long memory series subject to structural change: A two-stage approach. International Journal of Forecasting, 31 (4). pp. 1056-1066. ISSN 0169-2070

This list was generated on Sat Mar 23 14:00:51 2024 GMT.