| Estimation and forecasting in vector autoregressive moving average models for rich datasets GF Dias, G Kapetanios Journal of Econometrics 202 (1), 75-91, 2018 | 26 | 2018 |
| Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models GF Dias, G Kapetanios School of Economics and Management, 2014 | 18 | 2014 |
| Price discovery in a continuous-time setting GF Dias, M Fernandes, CM Scherrer Journal of Financial Econometrics 19 (5), 985-1008, 2021 | 17 | 2021 |
| The time-varying GARCH-in-mean model GF Dias Economics Letters 157, 129-132, 2017 | 14 | 2017 |
| Volatility discovery GF Dias, C Scherrer, F Papailias | 13 | 2016 |
| Forecasting long memory series subject to structural change: A two-stage approach F Papailias, GF Dias International Journal of Forecasting 31 (4), 1056-1066, 2015 | 12 | 2015 |
| Price discovery and market microstructure noise GF Dias, M Fernandes, C Scherrer Working paper, Sao Paulo School of Economics, 2018 | 4 | 2018 |
| The Nonlinear Iterative Least Squares (NL-ILS) Estimator: An Application to Volatility Models GF Dias SSRN, 2018 | 3 | 2018 |
| Improving on daily measures of price discovery GF Dias, M Fernandes, CM Scherrer | 2 | 2017 |
| Supplement To'Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets' G Fruet Dias, G Kapetanios Available at SSRN 2830838, 2017 | 1 | 2017 |
| An econometric analysis of volatility discovery G Fruet Dias, F Papailias, C Scherrer Journal of Business & Economic Statistics 42 (3), 1095-1106, 2024 | | 2024 |
| Integrated Variance Estimation for Assets Traded in Multiple Venues GF Dias, K Schweiker University of East Anglia School of Economics Working Paper Series, 2024 | | 2024 |
| Integrated Variance Estimation for Assets Traded in Multiple Venues G Fruet Dias, K Schweikert Available at SSRN 4253762, 2024 | | 2024 |
| Energy Consumption and Production Forecasting Using Artificial Neural Network for Optimal Energy Cost Savings G Dias, P Fonte, F Barata 2023 3rd International Conference on Electrical, Computer, Communications …, 2023 | | 2023 |
| Time-varying Price Discovery G Fruet Dias, M Fernandes, CM Scherrer Available at SSRN 4456630, 2022 | | 2022 |
| Price Discovery and Market Microstructure Noise G Fruet Dias, M Fernandes, CM Scherrer Available at SSRN 3864966, 2021 | | 2021 |
| Price discovery in a continuous-time setting GF Dias, M Fernandes, CM Scherrer Journal of Financial Econometrics 19 (5), 985-1008, 2021 | | 2021 |
| Price discovery and market microstructure noise M Fernandes, GF Dias, CM Scherrer | | 2019 |
| The Nonlinear Iterative Least Squares (NL-ILS) Estimator: An Application to Volatility Models G Fruet Dias Available at SSRN 3113159, 2018 | | 2018 |
| Volatility Discovery G Fruet Dias Volatility Discovery: Fruet Dias, Gustavo, 2017 | | 2017 |
