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Antonio Alberto Santos

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
RePEc Short-ID:psa626
Coimbra, Portugal

: + 351 239 790 500
+351 239 403511
Av. Dias da Silva, 165, 3004-512 COIMBRA
RePEc:edi:genucpt (more details at EDIRC)
Coimbra, Portugal

: +351239790599
+ 351 239 40 35 11
Av. Dias da Silva 165; 3004-512 Coimbra
RePEc:edi:cebucpt (more details at EDIRC)

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

  1. Portuguese Economists
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  1. António Alberto Santos, 2015. "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers 2015-10, GEMF, Faculty of Economics, University of Coimbra.
  2. António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal, 2014. "Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison," GEMF Working Papers 2014-25, GEMF, Faculty of Economics, University of Coimbra.
  3. António Alberto Santos & João Andrade, 2014. "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers 2014-10, GEMF, Faculty of Economics, University of Coimbra.
  4. António Alberto Santos, 2010. "MCMC, likelihood estimation and identifiability problems in DLM models," GEMF Working Papers 2010-12, GEMF, Faculty of Economics, University of Coimbra.
  5. J. Q. Smith & António Santos, 2005. "Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers," GEMF Working Papers 2005-11, GEMF, Faculty of Economics, University of Coimbra.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (3) 2014-05-17 2015-01-14 2015-05-09
  2. NEP-ECM: Econometrics (2) 2010-07-31 2014-05-17
  3. NEP-ETS: Econometric Time Series (2) 2014-05-17 2015-05-09
  4. NEP-RMG: Risk Management (2) 2015-01-14 2015-05-09
  5. NEP-CMP: Computational Economics (1) 2014-05-17
  6. NEP-FOR: Forecasting (1) 2014-05-17
  7. NEP-MST: Market Microstructure (1) 2015-05-09
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2015-01-14

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