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Eduardo Horta
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Year
Smoothing quantile regressions
M Fernandes, E Guerre, E Horta
Journal of Business & Economic Statistics 39 (1), 338-357, 2021
732021
Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index
E Horta, F Ziegelmann
International Journal of Forecasting 34 (1), 75-88, 2018
162018
Minkowski deviation measures
M Moresco, M Brutti Righi, E Horta
Statistics & Risk Modeling 40 (1-2), 1-19, 2023
5*2023
Identifying the spectral representation of Hilbertian time series
E Horta, F Ziegelmann
Statistics & Probability Letters 118, 45-49, 2016
52016
Conjugate processes: Theory and application to risk forecasting
E Horta, F Ziegelmann
Stochastic Processes and their Applications 128 (3), 727-755, 2018
32018
Home advantage and away goals rule: An analysis from Brazil Cup
AP Waquil, E Horta, JC Moraes
Journal of Sports Analytics 6 (1), 13-24, 2020
22020
Product Disintegrations: Some Examples
L Borsato, E Horta, RR Souza
arXiv preprint arXiv:2305.07723, 2023
12023
A tale of two comonotonic assets: can they provide diversification benefits?
SS Santos, MB Righi, E Horta
12021
Product disintegrations: A law of large numbers via conditional independence
L Borsato, E Horta, RR Souza
Statistics & Probability Letters 208, 110056, 2024
2024
A note on the induction of comonotonic additive risk measures from acceptance sets
SS Santos, MR Moresco, MB Righi, E Horta
Statistics & Probability Letters 208, 110044, 2024
2024
A note on the induction of comonotonic additive risk measures from acceptance sets
SS Solgon Santos, MR Moresco, M Righi, E Horta
Available at SSRN 4566214, 2023
2023
The limitations of comonotonic additive risk measures: a literature review
SS Santos, MB Righi, EO Horta
arXiv preprint arXiv:2212.13864, 2022
2022
The limitations of comonotonic additive risk measures
SS Santos, MB Righi, E Horta
arXiv preprint arXiv:2212.13864, 2022
2022
Conditional mode: an approach via smoothed quantile regression
AM Ongaratto, EO Horta
Escola de Modelos de Regressão (17.: 2021: online). Caderno de resumos. Rio …, 2021
2021
Discrete-time volatility forecasting: A quantile regression approach.
V Henriques, E Horta
Brazilian Review of Finance 18 (4), 77-114, 2020
2020
A characterization of the strong law of large numbers for Bernoulli sequences
L Borsato, E Horta, RR Souza
arXiv preprint arXiv:2008.00318, 2020
2020
ECONOMETRIA
E HORTA
2020
Mixing conditions of conjugate processes
E Horta, F Ziegelmann
Chilean Journal of Statistics 10 (2), 123-129, 2019
2019
Aplicação do método de séries temporais funcionais em linguagem R
VMM Wendt, EO Horta
Anais: VIII Semanística. Porto Alegre, 2017., 2017
2017
Essays in nonparametric econometrics and infinite dimensional mathematical statistics
EO Horta
2015
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Articles 1–20