Details about Antonio Alberto Santos

Access statistics for papers by Antonio Alberto Santos.

Last updated 2020-02-29. Update your information in the RePEc Author Service.

Short-id: psa626

Working Papers

2019

1. Kernel density estimation using local cubic polynomials through option prices applied to intraday data
   CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra

2016

2. Static and dynamic portfolio allocation with nonstandard utility functions
   EcoMod2016, EcoMod View citations (1)

2014

3. Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

2010

4. MCMC, likelihood estimation and identifiability problems in DLM models
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

2005

5. Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra View citations (1)
   Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2003)
   See also Journal Article Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers, Journal of Business & Economic Statistics, American Statistical Association (2006) View citations (7) (2006)

Journal Articles

2006

1. Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers
   Journal of Business & Economic Statistics, 2006, 24, 329-337 View citations (7)
   See also Working Paper Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers, GEMF Working Papers (2005) View citations (1) (2005)