Listar por tema "Functional coefficients"

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    • An implementation of the LHAR-CJ model with functional coefficients 

      Paz, Leonardo Gabriel da (2018) [Tesinas de grado]
      This article aims to compare the forecast performance of the LHAR-CJ model, proposed in Corsi and Renò (2012) and a LHAR-CJ model with functional coefficients for a Vale return series. This new model, instead of estimating ...