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



Estudos do GEMF

N.° 9 Nota sobre a Estimaçao de Vectores de Cointegraçao com os Programas CATS
in RATS, PCFIML e EVIEWS
-
Pedro Miguel Avelino Baçào

N.° 8 A Abertura do Mercado de Telecomunicaçoes Celulares ao Terceiro Operador:
Uma Decisao Racional?

- Carlos Carreira

N.° 7 Is Portugal Really so Arteriosclerotic? Results from a Cross-Country
Analysis of Labour Adjustment
- John T. Addison e Paulino Teixeira

N.° 6 The Effect of Dismissals Protection on Employment: More on a Vexed Theme
- John T. Addison, Paulino Teixeira e Jean-Luc Grosso

N.° 5 A Cobertura Estatica e Dinâmica através do Contrato de Futuros PSI-20.
Estimaçao das Racios e Eficacia Ex Post e Ex Ante
- Helder Miguel C. V. Sebastiào

N.° 4 Mobilizaçao de Poupança, Financiamento e Internacionalizaçao de Carteiras

- Joào Sousa Andrade

N.° 3 Natural Resources and Environment

- Adelaide Duarte

N.° 2   L'Analyse Positive de la Politique Monétaire

- Chistian Aubin

N.° 1 Economias de Escala e de Gama nos Hospitais Publicos Portugueses: Uma
Aplicaçao da Funçao de Custo Variavel Translog
- Carlos Carreira

1998

N.° 11 EquiUbrio Monetario no Longo e Curto Prazos - Uma Aplicaçao à Economia
Portuguesa

- Joào Sousa Andrade

N.° 10 Algumas Observaçoes Sobre o Método da Economia

- Joào Sousa Andrade

N.° 9 Mudança Tecnologica na Industria Transformadora: Que Tipo de Viés
Afinal?

- Paulino Teixeira

N.° 8 Portfolio Insurance and Bond Management in a Vasicek's Term Structure of
Interest Rates

- José Alberto Soares da Fonseca

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



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