Nonparametric dependence modelling for space-time cluster detection - Ricardo F. Couto (2015)

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

Nonparametric dependence modeling via cluster analysis: A financial contagion application. - Ricardo F. Couto; Luiz Henrique Duczmal; Denise Burgarelli; Felipe Álvares; Gladston J. P. Moreira (Commun. Stat. Simul. Comput., 2021)