Ich stimme zu, dass diese Seite Cookies verwende. Weitere Informationen finden Sie unter unseren Datenschutzerklärungen .
X
Mazzeu, João H.G.
10  Ergebnisse:
Personensuche X
?
1

Forecasting Conditional Covariance Matrices in High-Dimensi..:

Trucíos, Carlos ; Mazzeu, João H. G. ; Hallin, Marc...
Journal of Business & Economic Statistics.  41 (2021)  1 - p. 40-52 , 2021
Link: https://doi.org/10.1080/..
 
?
2

Robustness and the general dynamic factor model with infini..:

Trucíos, Carlos ; Mazzeu, João H.G. ; Hotta, Luiz K...
International Journal of Forecasting.  37 (2021)  4 - p. 1520-1534 , 2021
Link: https://doi.org/10.1016/..
 
?
3

Robustness and the general dynamic factor model with infini..:

Trucíos Maza, Carlos César ; Mazzeu, João H. G ; Hotta, Luiz Koodi..
FGV EESP - Textos para Discussão; TD 521.  , 2020
Link: https://hdl.handle.net/1..
 
?
4

Forecasting Conditional Covariance Matrices in High-Dimensi..:

Hallin, Marc ; Hotta, Luis K ; Mazzeu, João H. G...
uri/info:repec/RePEc:eca:wpaper:2013/288066.  , 2019
Link: http://hdl.handle.net/20..
 
?
5

Forecasting conditional covariance matrices in high-dimensi..:

Trucíos Maza, Carlos César ; Mazzeu, João H. G ; Hallin, Marc...
FGV EESP - Textos para Discussão; TD 505.  , 2019
Link: https://hdl.handle.net/1..
 
?
6

On the robustness of the general dynamic factor model with ..:

Trucios-Maza, Carlos Cesar ; Mazzeu, João H. G ; Hotta, Luis K..
uri/info:repec/RePEc:eca:wpaper:2013/298201.  , 2019
Link: http://hdl.handle.net/20..
 
?
7

Forecasting Conditional Covariance Matrices in High-Dimensi..:

Carlos Trucíos (11598095) ; João H. G. Mazzeu (11598098) ; Marc Hallin (728220)...
https://figshare.com/articles/journal_contribution/Forecasting_Conditional_Covariance_Matrices_in_High-Dimensional_Time_Series_a_General_Dynamic_Factor_Approach/16862648.  , 2021
Link: https://doi.org/10.6084/..
 
?
8

Modeling and forecasting the oil volatility index:

Mazzeu, João H. Gonçalves ; Veiga, Helena ; Mariti, Massimo B.
Journal of Forecasting.  38 (2019)  8 - p. 773-787 , 2019
Link: https://doi.org/10.1002/..
 
?
9

A bootstrap approach for generalized Autocontour testing Im..:

Mazzeu, João Henrique G. ; González-Rivera, Gloria ; Ruiz, Esther.
Econometric Reviews.  39 (2020)  10 - p. 971-990 , 2020
Link: https://doi.org/10.1080/..
 
?
10

Low‐pass whole genome sequencing as a cost‐effective altern..:

Mazzonetto, Patricia C. ; Villela, Darine ; Krepischi, Ana C. V....
American Journal of Medical Genetics Part A.  , 2024
Link: https://doi.org/10.1002/..
 
1-10