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



Estudos do GEMF

N.° 5 Labour Market Transition in Portugal, Spain, and Poland: A Comparative
Perspective
- Paulino Teixeira

N.° 4 Paridade do Poder de Compra e das Taxas de Juro: Um estudo aplicado a três
pa'ιses da UEM
-
Antonio Portugal Duarte

N.° 3 Technology, Employment and Wages

- John T. Addison e Paulino Teixeira

N.° 2 Human capital investment through education and economic growth. A panel
data analysis based on a group of Latin American countries
- Maria Adelaide Duarte e Marta Simδes

N.° 1 Risk Premiums in the Porutguese Treasury Bills Interest Rates from 1990 to
1998. An ARCH-M Approach
- José Soares da Fonseca

2000

N.° 8   Identificaçâo de Vectores de Cointegraçâo: Analise de Alguns Exemplos

- Pedro Miguel Avelino Baçâo

N.° 7 Imunizaçâo e M-quadrado: Que relaçâo?

- Jorge Cunha

N.° 6 Eficiência Informacional nos Futuros Lisbor 3M

- Nuno M. Silva

N.° 5 Estimation of Default Probabilities Using Incomplete Contracts Data

- J. Santos Silva e J. Murteira

N.° 4   Un Essaie d'Application de la Théorie Quantitative de la Monnaie à

l’économie portugaise, 1854-1998
- Joao Sousa Andrade

N.° 3 Le Taux de Chômage Naturel comme un Indicateur de Politique Economique?
Une application à l’économie portugaise
- Adelaide Duarte e Joao Sousa Andrade

N.° 2 La Convergence Réelle Selon la Théorie de la Croissance: Quelles Explications
pour l'Union Européenne?

- Marta Cristina Nunes Simδes

N.° 1 PoPtica de Estabilizaçâo e Independência dos Bancos Centrais

- Joao Sousa Andrade

1999

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



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