Monteiro, Ana Margarida
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Credit Name
Monteiro, Ana Margarida
Name
Monteiro, Ana Margarida
Unidade de I&D
Email
ammm@fe.uc.pt
Scopus Author ID
Status
UC Researcher
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Publications
(All)
Results 1-3 of 3 (Search time: 0.005 seconds).
Issue Date | Title | Author(s) | Type | Access | |
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1 | 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 |
2 | 2014 | Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis | Pascoal, Rui ; Monteiro, Ana Margarida | article | openAccess |
3 | 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 |