Regime switching and outliers in range-based volatility models

Program:

Statistics

Degree:

Qualification Exam

Event's date:

Wednesday, 29 July, 2026 - 10:00

Event's place

Room 226

Author:

Cristiane Yi Jung Li

Advisor:

Carlos Cesar Trucios Maza

Committee:

Carlos Cesar Trucios Maza

Paula Virgínia Tófoli

Andreza Aparecida Palma