Browsing by Author Leite, Joana
Results 1 to 4 of 4
| Issue Date | Title | Author(s) | Type | Access |
|---|---|---|---|---|
| 2009 | A mathematical approach to detect the Taylor property in TARCH processes | Gonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré | article | openAccess |
| 2016 | On the Distribution Estimation of Power Threshold Garch Processes | Gonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré | article | embargoedAccess |
| 2013 | On the Finite Dimensional Laws of Threshold GARCH Processes | Gonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré | bookPart | embargoedAccess |
| 2013 | The ARL of modified Shewhart control charts for conditionally heteroskedastic models | Gonçalves, Esmeralda ; Leite, Joana ; Mendes-Lopes, Nazaré | article | embargoedAccess |