Concepedia

Adrián Pizzinga

AP

Statistics

Publications

10

Citations

208

H-Index

10

Active since

2006

Affiliations

Pontifícia Universidade Católica do Rio de Janeiro(Current)

Universidade Federal Fluminense

Adrián Pizzinga is an author at Pontifícia Universidade Católica do Rio de Janeiro specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsStatisticsEngineeringAsset PricingManagementEconometricsState EstimationFinancial Engineering

Publications per year

2006–2016

10

Publications

10

Constrained Kalman Filtering: Additional Results

Adrián Pizzinga · International Statistical Review · 2010 · 43 citations

Engineering, Applied Economics, Macroeconomic Forecasting +20

A pairs trading strategy based on linear state space models and the Kalman filter

Carlos Eduardo de Moura, Adrián Pizzinga, Jorge P. Zubelli · Quantitative Finance · 2016 · 29 citations

Economics, Computational Finance, Financial Economics +13

Further investigation into restricted Kalman filtering

Adrián Pizzinga · Statistics & Probability Letters · 2008 · 25 citations

State Estimation, Engineering, Filtering Technique +4

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

L. Gazola, Cristiano Fernandes, Adrián Pizzinga et al. · The European Physical Journal B · 2008 · 24 citations · Full text

Computational Finance, Asset Pricing, Financial Crashes +7

Restricted Kalman filtering revisited

Adrián Pizzinga, Cristiano Fernandes, Sergio Contreras · Journal of Econometrics · 2008 · 18 citations

State Estimation, Engineering, Filtering Technique +3

1–5 of 10