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A. Pizzinga

1 paper hereh-index 9252 citations29 works total

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.ST1

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most citedThe log-periodic-AR(1)-GARCH(1,1) model for financial crashes

24 citations · 24 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2008★ 24 cited

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

L. Gazola, C. Fernandes, A. Pizzinga +1

This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric app…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.