André AP Santos

André AP Santos

Universidade Federal de Santa Catarina UFSC - Florianopolis / Brazil
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1088238
Federal University of Santa Catarina
person_outline André AP Santos's MOST POPULAR ARTICLES
1-) The performance of socially responsible mutual funds: The role of fees and management companies Journal of Business Ethics 94, 243-263, 2010
2-) Can we predict the financial markets based on Google's search queries? Journal of Forecasting 36 (4), 454-467, 2017
3-) Comparing univariate and multivariate models to forecast portfolio value-at-risk Journal of financial econometrics 11 (2), 400-441, 2013
4-) Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility Expert Systems with Applications 184, 115490, 2021
5-) A RBF neural network model with GARCH errors: application to electricity price forecasting Electric Power Systems Research 81 (1), 74-83, 2011