Browsing by Author Santos, António Alberto Ferreira
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Issue Date | Title | Author(s) | Type | Access |
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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 |
27-Sep-2019 | Preços de opções e expectativas implícitas dos investidores relativamente aos índices S&P500 e VIX | Fernandes, Sara Isabel Cerqueira | masterThesis | embargoedAccess |
2005 | Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers | Smith, J. Q. ; Santos, António A. F. | workingPaper | openAccess |