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Publications by José Carlos Gonzáles Tanaka
An Empirical Note About Estimation and Forecasting Latin American Forex Returns Volatility: The Role of Long Memory and Random Level Shifts Components
Portuguese Economic Journal
Economics
Econometrics
Finance
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Modelling the Volatility of Commodities Prices Using a Stochastic Volatility Model With Random Level Shifts
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Modelling and Forecasting the Volatility of the Daily Returns of Nigerian Insurance Stocks
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Foreign Banks and Credit Volatility: The Case of Latin American Countries
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Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement
Finance and Economics Discussion Series
