Douglas Turatti

Douglas Turatti

Aalborg University - Aalborg / Denmark
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202478
Universitas Alburgensis
person_outline Douglas Turatti's MOST POPULAR ARTICLES
1-) Efficient estimation of conditionally linear and Gaussian state space models Economics Letters 124 (3), 494-499, 2014
2-) Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization Finance Research Letters 34, 101252, 2020
3-) Monetary policy surprises and jumps in interest rates: evidence from Brazil Journal of Economic Studies, 2015
4-) Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility Department of Economics and Business Economics, Aarhus University, 2018
5-) Efficient estimation of time-varying parameter models with stochastic volatility Available at SSRN 4066580, 2021