Joao H. G. Goncalves Mazzeu
AuthID: R-00J-7GG
1
TITLE: A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities Full Text
AUTHORS: Joao Henrique G Mazzeu; Gloria Gonzalez Rivera; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRIC REVIEWS
AUTHORS: Joao Henrique G Mazzeu; Gloria Gonzalez Rivera; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRIC REVIEWS
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
TITLE: Modeling and forecasting the oil volatility index Full Text
AUTHORS: Joao H G Goncalves Mazzeu; Helena Veiga; Massimo B Mariti;
PUBLISHED: 2019, SOURCE: JOURNAL OF FORECASTING, VOLUME: 38, ISSUE: 8
AUTHORS: Joao H G Goncalves Mazzeu; Helena Veiga; Massimo B Mariti;
PUBLISHED: 2019, SOURCE: JOURNAL OF FORECASTING, VOLUME: 38, ISSUE: 8
INDEXED IN: Scopus WOS
Scopus WOS