Details about Andre Antonio Monteiro
Access statistics for papers by Andre Antonio Monteiro.
Last updated 2013-02-06. Update your information in the RePEc Author Service.
Short-id: pmo220
Jump to
Journal Articles
Working Papers
2010
- A semiparametric state space model
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
View citations (2)
2009
- The econometrics of randomly spaced financial data: a survey
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
Journal Articles
2009
- Credit cycles and macro fundamentals
Journal of Empirical Finance, 2009, 16, (1), 42-54
View citations (67)
2008
- The multi-state latent factor intensity model for credit rating transitions
Journal of Econometrics, 2008, 142, (1), 399-424
View citations (74)