Navegação por Assunto "Functional coefficients"

Resultados 1-1 de 1

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

      Paz, Leonardo Gabriel da (2018) [Trabalho de conclusão de graduação]
      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 ...