Concepedia

Daniel de Almeida

DD

Statistics

Publications

2

Citations

69

H-Index

2

Active since

2014

Affiliations

Universidade Estadual de Campinas (UNICAMP)(Current)

Daniel de Almeida is an author at Universidade Estadual de Campinas (UNICAMP) specializing in time series econometrics, financial risk, and model specification.

Publications per year

2014–2017

2

Publications

2

MGARCH models: Trade-off between feasibility and flexibility

Daniel de Almeida, Luiz Koodi Hotta, Esther Ruiz · International Journal of Forecasting · 2017 · 52 citations · Full text

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THE LEVERAGE EFFECT AND THE ASYMMETRY OF THE ERROR DISTRIBUTION IN GARCH-BASED MODELS: THE CASE OF BRAZILIAN MARKET RELATED SERIES

Daniel de Almeida, Luiz Koodi Hotta · Pesquisa Operacional · 2014 · 17 citations · Full text

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