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Anderson Motta
Anderson Motta
Pesquisador, UNICAMP
Verified email at unicamp.br
Title
Cited by
Cited by
Year
Modelos de espaço de estado não-gaussianos e o modelo de volatilidade estocastica
ACO Motta
[sn], 2001
22001
Detection of Patches of Outliers in Stochastic Volatility Processes
ACO Motta, LK Hotta
The São Paulo Journal of Mathematical Sciences 8 (2), 169-191, 2014
2014
INFLUENCE IN STOCHASTIC VOLATILITY MODELS
ACO Motta, LK Hotta
Advances and Applications in Statistics 27 (1), 2012
2012
Análise de outliers, quebras estruturais e influência em processos de volatilidade estocástica
ACO Motta, LK Hotta
2006
Exact maximum likelihood and bayesian estimation of the stochastic volatility model
ACO Motta, LK Hotta
Brazilian Review of Econometrics 23 (2), 183-226, 2003
2003
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Articles 1–5