Author

Name:
António Santos
Educations:
Ph D: U Warwick, Statistics,
e-mail:
aasantos@fe.uc.pt
URL:
http://www4.fe.uc.pt/aasantos
REBIDES institution:
Universidade de Coimbra - Faculdade de Economia (2015)
Ideas:
http://ideas.repec.org/f/psa626.html
Articles 2:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

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.

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