Search Results - "Brugal, Iván"

Forecasting volatility using range data: analysis for emerging equity markets in Latin America by Asai, Manabu, Brugal, Iván

“…The article suggests a simple but effective approach for estimating value-at-risk thresholds using range data, working with the filtered historical simulation…”
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The PC-1 Q121 Allele Is Exceptionally Prevalent in the Dominican Republic and Is Associated with Type 2 Diabetes by Hamaguchi, Kazuyuki, Terao, Hideo, Kusuda, Yoichiro, Yamashita, Tsutomu, Hazoury Bahles, J. A., Cruz LL, Modesto, Brugal V., Luis Iván, Jongchong W., Bienvenido, Yoshimatsu, Hironobu, Sakata, Toshiie

“…The human glycoprotein PC-1 codon Q121 allele has been correlated with insulin resistance, but not with type 2 diabetes or obesity. We investigated the…”
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Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil by Asai, Manabu, Brugal, Ivan

“…For the purpose of developing alternative approach for forecasting volatility, we consider heterogeneous VAR (HVAR) model which accommodates the market effects…”
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