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



Estudos do GEMF

N.° 7 Financial Innovation and Money Demand in Portugal: A Preliminary Study
-
Pedro Miguel Avelino Baçào

N.° 6 The Stability Pact and Portuguese Fiscal Policy: the Application of a VAR
Model

- Carlos Fonseca Marinheiro

N.° 5 A Moeda Unica e o Processo de Difusao da Base Monetaria

- José Alberto Soares da Fonseca

N.° 4 La Structure par Termes et la Volatilité des Taux d'intérêt LISBOR

- José Alberto Soares da Fonseca

N.° 3 Regras de Comportamento e Reformas Monetarias no Novo SMI

- Joào Sousa Andrade

N.° 2 Um Estudo da Flexibilidade dos Salarios: o Caso Espanhol e Português

- Adelaide Duarte e Joào Sousa Andrade

N.° 1 Moeda Unica e Internacionalizaçao: Apresentaçao do Tema

- Joào Sousa Andrade

1997

N.° 9 Inovaçao e Aplicaçoes Financeiras em Portugal

- Pedro Miguel Avelino Baçào

N.° 8 Estudo do Efeito Liquidez Aplicado à Economia Portuguesa

- Joào Sousa Andrade

N.° 7 An Introduction to Conditional Expectations and Stationarity

- Rui Manuel de Almeida

N.° 6 Definiçao de Moeda e Efeito Berlusconi

- Joào Sousa Andrade

N.° 5 A Estimaçao do Risco na Escolha dos Portafolios: Uma Visao Selectiva

- Antonio Alberto Ferreira dos Santos

N.° 4 A Previsao Nao Paramétrica de Taxas de Rentabilidade

- Pedro Manuel Cortesào Godinho

N.° 3 Propriedades Assimptoticas de Densidades

- Rui Manuel de Almeida

N.° 2 Co-Integration and VAR Analysis of the Term Structure of Interest Rates: an
empirical study of the Portuguese money and bond markets
-Joào Sousa Andrade e José Soares da Fonseca

N.° 1 Repartiçao e Capitalizaçao. Duas Modalidades Complementares de
Financiamento das Reformas
- Maria Clara Murteira

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



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