Modeling volatility using state space models with heavy tailed distributions. - Frank M. de Pinho; Glaura C. Franco; Ralph S. Silva (Math. Comput. Simul., 2016)

Comparing volatility forecasting models during the global financial crisis. - Frank M. de Pinho; Ricardo F. Couto (Commun. Stat. Simul. Comput., 2017)