9 citations · 24 across the 54 of their papers we have counts for
3 papers · 2 filters
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…
A closed-form expression for the variance of truncated distribution and its uses
Roberto Vila, Narayanaswamy Balakrishnan, Raul Matsushita
This work sheds some light on the relationship between a distribution's standard deviation and its range, a topic that has been discussed extensively in the literature. While many…
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…