Fernando A. Boeira Sabino da Silva

2 Specifications of the Models under Analysis 2 . 1 Conditional Value-at-Risk

Fernando A. Boeira Sabino da Silva, F. Ziegelmann, Cristina Tessari, 2017 .

Performance of Pairs Trading on the S&P 500: Distance and Copula-GARCH models

J. Caldeira, Fernando A. Boeira Sabino da Silva, F. Ziegelmann, 2017 .

Additive nonparametric regression estimation via backtting and marginal integration under common bandwidth selection criterion : small sample performance

Fernando A. Boeira Sabino da Silva, 2006 .