Browsing by Author Monteiro, Ana Margarida
Results 7 to 11 of 11
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| Issue Date | Title | Author(s) | Type | Access |
|---|---|---|---|---|
| 15-Jul-2016 | O impacto do preço do petróleo nas taxas de câmbio em Angola | Lopes, Eunice Alexandra Gonçalves Duarte | masterThesis | openAccess |
| 28-Feb-2019 | Kernel density estimation using local cubic polynomials through option prices applied to intraday data | Monteiro, Ana Margarida Machado ; Santos, António Alberto Ferreira | article | openAccess |
| 2014 | Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis | Pascoal, Rui ; Monteiro, Ana Margarida | article | openAccess |
| 27-Sep-2019 | Preços de opções e expectativas implícitas dos investidores relativamente aos índices S&P500 e VIX | Fernandes, Sara Isabel Cerqueira | masterThesis | embargoedAccess |
| 2008 | Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity | Monteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís N. | article | openAccess |