Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models von Turatti, Douglas Eduardo, Mendes, Fernando Henrique de Paula e Silva, Mazzeu, João H. G.

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Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization von Turatti, Douglas Eduardo, Mendes, Fernando Henrique P.S., Caldeira, João Frois

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Efficient estimation of conditionally linear and Gaussian state space models von Moura, Guilherme V., Turatti, Douglas Eduardo

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Mitigating the choice of the duration in DDMS models through a parametric link von Mendes, Fernando Henrique de Paula e Silva, Turatti, Douglas Eduardo, Pumi, Guilherme

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Mitigating the choice of the duration in DDMS models through a parametric link von Fernando Henrique de Paula e Silva Mendes, Turatti, Douglas Eduardo, Pumi, Guilherme

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