3 Art�culos

Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models

Acceso

en l�nea

Fernanda Maria Muller,F�bio Mariano Bayer P�g. 40 - 73

The Beta-Skew-t-EGARCH model was recently proposed in literature to model the volatility of financial returns. The inferences over the parameters of the model are based on maximum likelihood method. These estimators have good asymptotic properties, howe... ver m�s

Revista: Revista Brasileira de Finan�as Formato: Electr�nico

Tabla de contenido: Vol: 13 Num: 1 Par: 0 A�o: 2015

Sampling sufficiency of the anatomical characteristics of Brazilian hardwood using the resampling method

Acceso

en l�nea

Andr� Luiz Missio, F�bio Mariano Bayer, Darci Alberto Gatto, Pedro Henrique Gonzalez de Cademartori P�g. 413 - 420

Sampling sufficiency of the anatomical characteristics of fibres from Luehea divaricata wood was investigated through the bootstrap resampling method. Sampling sufficiency of fibre length, fibre diameter, lumen diameter and fibre wall thickness were dete... ver m�s

Revista: Acta Scientiarum: Technology Formato: Electr�nico

Tabla de contenido: Vol: 36 Num: 3 Par: 0 A�o: 2014

« Anterior P�gina: 1 de 1 Siguiente »