Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier



Estudos do G.E.M.F

(Available on-line at http://gemf.fe.uc.pt)

2003

N.° 3 Second Order Filter Distribution Approximations for Financial Time Series
with Extreme Outliers

- J. Q. Smith e Antonio A. F. Santos

N.° 2 Output Smoothing in EMU and OECD: Can We Forego Government
Contribution? A risk sharing approach
- Carlos Fonseca Marinheiro

N.° 1 Um modelo VAR para uma Avaliaçâo Macroeconomica de Efeitos da
Integraçâo Europeia da Economia Portuguesa
- Joao Sousa Andrade

2002

N.° 8 Discrimination des facteurs potentiels de croissance et type de convergence de
l’économie portugaise dans l’UE à travers la spécification de la fonction de
production macro-économique. Une étude appliquée de données de panel et de
séries temporelles

- Marta Simδes e Maria Adelaide Duarte

N.° 7 Privatisation in Portugal: employee owners or just happy employees?

-Lrns Moura Ramos e Rita Martins

N.° 6 The Portuguese Money Market: An analysis of the daily session
- Fatima Teresa Sol Murta

N.° 5 As teorias de ciclo politicos e o caso português

- Rodrigo Martins

N.° 4 Fundos de acçoes internacionais: uma avaliaçâo de desempenho

- Nuno M. Silva

G.E.M.F. - F.E.U.C.



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