| Smoothing quantile regressions M Fernandes, E Guerre, E Horta Journal of Business & Economic Statistics 39 (1), 338-357, 2021 | 86 | 2021 |
| 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 | 19 | 2018 |
| 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 | 5 | 2016 |
| 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 | 3 | 2020 |
| Conjugate processes: Theory and application to risk forecasting E Horta, F Ziegelmann Stochastic Processes and their Applications 128 (3), 727-755, 2018 | 3 | 2018 |
| Product Disintegrations: Some Examples L Borsato, E Horta, RR Souza arXiv preprint arXiv:2305.07723, 2023 | 1 | 2023 |
| A tale of two comonotonic assets: can they provide diversification benefits? SS Santos, MB Righi, E Horta | 1 | 2021 |
| 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 | 1 | 2021 |
| Imunização de carteira de crédito: Otimização com restrições de liquidez e número de contratos de DI futuros BM Barcelos, TP Filomena, E Horta Brazilian Review of Finance 22 (3), 15-43, 2024 | | 2024 |
| The limitations of comonotonic additive risk measures: a literature review SS Santos, MB Righi, E Horta Decisions in Economics and Finance, 1-19, 2024 | | 2024 |
| Set risk measures M Righi, E Horta, M Moresco arXiv preprint arXiv:2407.18687, 2024 | | 2024 |
| 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 SS Santos, MB Righi, E Horta arXiv preprint arXiv:2212.13864, 2022 | | 2022 |
| 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 |
Flavio ZiegelmannUniversidade Federal do Rio Grande do Sul在 ufrgs.br 的电子邮件经过验证
