Guilherme Moura

Guilherme Moura

Universidade Federal de Santa Catarina UFSC - Florianopolis / Brazil
Economics & Econometrics / Economics
AD Scientific Index ID: 1085635
Federal University of Santa Catarina
person_outline Guilherme Moura's MOST POPULAR ARTICLES
1-) Selection of a portfolio of pairs based on cointegration: A statistical arbitrage strategyJ Caldeira, GV MouraAvailable at SSRN 2196391, 20131402013
2-) Is there a Brazilian J-curveG Moura, S Da SilvaEconomics bulletin 6 (10), 1-17, 2005752005
3-) Efficient likelihood evaluation of state-space representationsDN DeJong, R Liesenfeld, GV Moura, JF Richard, H DharmarajanReview of Economic Studies 80 (2), 538-567, 2013542013
4-) Dynamic factor multivariate GARCH modelAAP Santos, GV MouraComputational Statistics & Data Analysis 76, 606-617, 2014502014
5-) Bond portfolio optimization: a dynamic heteroskedastic factor model approachJF Caldeira, GV Moura, AAP SantosAvailable at SSRN, 201248*2012