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Can we improve the accuracy of the value-at-risk with asymmetric and long memory GARCH models?

• Authors : Lima, Rafael Manuel Vaz; Barbosa, António Manuel Rodrigues Guerra

Subjects: Value-at-risk; Volatility model; Long memory

• Source: Lima, R. M. V. (2021). Can we improve the accuracy of the value-at-risk with asymmetric and long memory GARCH models? [Dissertação de

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The impact of the 2008 and 2010 financial crises on international stock markets: Contagion and long memory

• Authors : Horta, Paulo Jorge de Brito;

Subjects: Contágio financeiro; Canais de contágio; Crise financeira 2008, 2010

• Source: Horta, P. J. B.(2015). The impact of the 2008 and 2010 financial crises on international stock markets: Contagion and long memory [Tese de

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The long memory behaviour of stock market volatility: evidence from the PIIGS countries

• Authors : Santos, Vasco Miguel de Assis dos;

Subjects: Long memory; Volatility; FIGARCH

• Source: SANTOS, Vasco Miguel de Assis dos - The long memory behaviour of stock market volatility: evidence from the PIIGS countries [Em linha].

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Long memory and volatility clustering: is the empirical evidence consistent across stock markets?

• Authors : Bentes, S. R.; Menezes, R.; Mendes, D. A.

Subjects: Long memory; Volatility clustering; ARCH type models

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Modeling long memory in the EU stock market: evidence from the STOXX 50 returns

• Authors : Bentes, S.; Ferreira, N. B.

Subjects: Stock long-memory; Persistence; Volatility

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The Effect of Public Debt on Growth in Multiple Regimes in the Presence of Long-Memory and Non-Stationary Debt Series

• Authors : Masson, Irina; Andrade, João

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Modelling and forecasting brent prices

• Authors : Silva, Tânia Cristina Dinis Marques e; Curto, José Joaquim Dias

Subjects: Preço do Brent; Modelos de séries temporais com memória longa; Modelos de mudança de regime

• Source: SILVA, Tânia Cristina Dinis Marques e - Modelling and forecasting brent prices [Em linha]. Lisboa: ISCTE, 2010. Dissertação de mestrado. [Consult. Dia Mês Ano] Disponível em

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Using the Hurst exponent and entropy measures to predict effective transmissibility in empirical series of malaria incidence

• Authors : Sequeira, J.; Louçã, J.; Mendes, A. M.

Subjects: Malaria; Hurst exponent; Shannon entropy

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Hidrossistema cársico de Degracias-Sicó. Estudo do funcionamento hidrodinâmico a partir das suas respostas naturais

• Authors : Paiva, Isabel Maria Rodrigues de;

Subjects: Hidrologia cárssica; hidrossistema cársico; funcionamento hidrodinâmico

• Source: PAIVA, Isabel Maria Rodrigues de - Hidrossistema cársico de Degracias-Sicó : estudo do funcionamento hidrodinâmico a partir das suas respostas naturais. Coimbra : [s.n.], 2015. Tese de

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Dynamic credit score modeling with short-term and long-term memories: the case of Freddie Mac's database

• Authors : Sousa,MR; João Gama; Brandao,E

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