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Antonio Alberto Santos

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This is information that was supplied by Antonio Santos in registering through RePEc. If you are Antonio Alberto Santos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Antonio
Middle Name: Alberto
Last Name: Santos
Suffix:

RePEc Short-ID: psa626

Email:
Homepage: http://www4.fe.uc.pt/aasantos
Postal Address:
Phone:

Affiliation

Grupo de Estudos Monetários e Financeiros (GEMF)
Faculdade de Economia
Universidade do Coimbra
Location: Coimbra, Portugal
Homepage: http://gemf.fe.uc.pt/
Email:
Phone: + 351 239 790 500
Fax: +351 239 403511
Postal: Av. Dias da Silva, 165, 3004-512 COIMBRA
Handle: RePEc:edi:genucpt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. António Alberto Santos & João Andrade, 2014. "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers 2014-10, GEMF - Faculdade de Economia, Universidade de Coimbra.
  2. António Alberto Santos, 2010. "MCMC, likelihood estimation and identifiability problems in DLM models," GEMF Working Papers 2010-12, GEMF - Faculdade de Economia, Universidade de Coimbra.
  3. J. Q. Smith & António Santos, 2005. "Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers," GEMF Working Papers 2005-11, GEMF - Faculdade de Economia, Universidade de Coimbra.

Articles

  1. Smith, J.Q. & Santos, Antonio A.F., 2006. "Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 329-337, July.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2014-05-17. Author is listed
  2. NEP-ECM: Econometrics (2) 2010-07-31 2014-05-17. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2014-05-17. Author is listed
  4. NEP-FOR: Forecasting (1) 2014-05-17. Author is listed
  5. NEP-ORE: Operations Research (1) 2014-05-17. Author is listed

Statistics

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