Flavio Ziegelmann

Flavio Ziegelmann

Universidade Federal do Rio Grande do Sul UFRGS - Porto Alegre / Brazil
Economics & Econometrics / Economics
AD Scientific Index ID: 1104044
Federal University of Rio Grande do Sul UFRGS
person_outline Flavio Ziegelmann's MOST POPULAR ARTICLES
1-) Modeling dependence dynamics through copulas with regime switchingOC da Silva Filho, FA Ziegelmann, MJ DuekerInsurance: Mathematics and Economics 50 (3), 346-356, 2012992012
2-) Nonparametric estimation of volatility functions: the local exponential estimatorFA ZiegelmannEconometric Theory 18 (4), 985-991, 2002932002
3-) Identifying the finite dimensionality of curve time seriesN Bathia, Q Yao, F Ziegelmann802010
4-) A nonparametric method for estimating asymmetric densities based on skewed Birnbaum–Saunders distributions applied to environmental dataH Saulo, V Leiva, FA Ziegelmann, C MarchantStochastic Environmental Research and Risk Assessment 27, 1479-1491, 2013832013
5-) Volatility forecasting via MIDAS, HAR and their combination: An empirical comparative study for IBOVESPADG Santos, FA ZiegelmannJournal of Forecasting 33 (4), 284-299, 2014652014