Search Results - Fruet Dias, Gustavo

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  1. 1
    An Econometric Analysis of Volatility Discovery

    An Econometric Analysis of Volatility Discovery by Fruet Dias, Gustavo, Papailias, Fotis, Scherrer, Cristina

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  2. 2
    The time-varying GARCH-in-mean model

    The time-varying GARCH-in-mean model by Dias, Gustavo Fruet

    Published in Economics letters
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  3. 3
    Forecasting long memory series subject to structural change: A two-stage approach

    Forecasting long memory series subject to structural change: A two-stage approach by Papailias, Fotis, Fruet Dias, Gustavo

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  4. 4
    Estimation and forecasting in vector autoregressive moving average models for rich datasets

    Estimation and forecasting in vector autoregressive moving average models for rich datasets by Dias, Gustavo Fruet, Kapetanios, George

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  5. 5
    Price Discovery in a Continuous-Time Setting

    Price Discovery in a Continuous-Time Setting by Dias, Gustavo F., Fernandes, Marcelo, Scherrer, Cristina M.

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