32 Encontro Brasileiro de Econometria - 2010
Tive 3 artigos aceitos para o encontro da SBE deste ano:
Generalized Empirical Likelihood/Minimum Contrast Estimation of Stochastic Differential Equations
Luiz Hotta; Márcio Laurini
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility in Factors
João Fróis Caldeira; Márcio Laurini; Marcelo Portugal
Estimation of stochastic volatility models using methods of generalized empirical likelihood/minimum contrast
Márcio Laurini; Luiz Hotta
Até lá.
Generalized Empirical Likelihood/Minimum Contrast Estimation of Stochastic Differential Equations
Luiz Hotta; Márcio Laurini
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility in Factors
João Fróis Caldeira; Márcio Laurini; Marcelo Portugal
Estimation of stochastic volatility models using methods of generalized empirical likelihood/minimum contrast
Márcio Laurini; Luiz Hotta
Até lá.
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