Início
  • Publicações
    • Publicações
    • Autores
    • Instituições
    • Revistas
  • Rankings
    • Autores
    • Instituições
    • Revistas
  • Sobre
    • FAQ
    • Links
    • Contactos
      EN
  • Sign in

Autor

Nome:
António Santos
Habilitações:
Doutoramento: U Warwick, Statistics,
e-mail:
aasantos@fe.uc.pt
URL:
http://www4.fe.uc.pt/aasantos
Instituição REBIDES:
Universidade de Coimbra - Faculdade de Economia (2015)
Ideas:
http://ideas.repec.org/f/psa626.html
Artigos 4:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Option Prices for Risk-Neutral Density Estimation Using Nonparametric Methods through Big Data and Large-Scale Problems 12.51
Ana M. Monteiro, António Santos
Journal of Futures Markets, vol. 42, 2022, p. 152-171.

Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework 12.75
António Santos
Computational Economics, vol. 57, 2021, p. 455-479.

Conditional Risk-Neutral Density from Option Prices by Local Polynomial Kernel Smoothing with No-Arbitrage Constraints 7.82
Ana M. Monteiro, António Santos
Review Of Derivatives Research, vol. 23, 2020, p. 41-61.

Second-Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers 24.44
Jim Smith, António Santos
Journal of Business and Economic Statistics, vol. 24, 2006, p. 329-337.

Voltar