2 citations · 2 across the 4 of their papers we have counts for
4 papers
Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk
Helton Saulo, Suvra Pal, Rubens Souza +2
The modeling of high-frequency data that qualify financial asset transactions has been an area of relevant interest among statisticians and econometricians -- above all, the analys…
An upper bound and a characterization for Gini's mean difference based on correlated random variables
Roberto Vila, Narayanaswamy Balakrishnan, Helton Saulo
In this paper, we obtain an upper bound for the Gini mean difference based on mean, variance and correlation for the case when the variables are correlated. We also derive some clo…
Bivariate distributions on the unit square: Theoretical properties and applications
Roberto Vila, Narayanaswamy Balakrishnan, Helton Saulo +1
We introduce the bivariate unit-log-symmetric model based on the bivariate log-symmetric distribution (BLS) defined in [Vila et al., 2022, Bivariate Log-symmetric Models: Theoretic…
Parametric quantile regression for income data
Helton Saulo, Roberto Vila, Giovanna V. Borges +1
Univariate normal regression models are statistical tools widely applied in many areas of economics. Nevertheless, income data have asymmetric behavior and are best modeled by non-…