1
H index
0
i10 index
7
Citations
Antonio Alberto Santos : Citation Profile
Universidade do Coimbra (50% share) | RESEARCH PRODUCTION: 1 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2003 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antonio Alberto Santos. | Is cited by:
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Main data
Where Antonio Alberto Santos has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra | 7 |
Recent works citing Antonio Alberto Santos (2024 and 2023)
| Year | Title of citing document |
|---|
Works by Antonio Alberto Santos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier.(2003) In: GEMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2005 | Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers.(2005) In: GEMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2016 | Static and dynamic portfolio allocation with nonstandard utility functions In: EcoMod2016. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Kernel density estimation using local cubic polynomials through option prices applied to intraday data In: CeBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | MCMC, likelihood estimation and identifiability problems in DLM models In: GEMF Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Stochastic Volatility Estimation with GPU Computing In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison In: GEMF Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | On the Forecasting of Financial Volatility Using Ultra-High Frequency Data In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team