Fernando Henrique de Paula e Silva Mendes

Markov-switching models : empirical applications using classical and Bayesian inference

Fernando Henrique de Paula e Silva Mendes, 2019 .

Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization

Fernando Henrique de Paula e Silva Mendes, J. Caldeira, D. E. Turatti, 2020 .

Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence

Fernando Henrique de Paula e Silva Mendes, J. Caldeira, G. V. Moura, 2016 .