Dynamic factor multivariate GARCH model. - André Alves Portela Santos; Guilherme V. Moura (Comput. Stat. Data Anal., 2014)

Predicting the yield curve using forecast combinations. - João Frois Caldeira; Guilherme V. Moura; André Alves Portela Santos (Comput. Stat. Data Anal., 2016)