Arismendi Zambrano, Juan and Kimura, Herbert (2016) Monte Carlo Approximate Tensor Moment Simulations. Numerical Linear Algebra with Applications, 23 (5). pp. 825-847. ISSN 1099-1506
Tsukahara, Fábio Yasuhiro, Kimura, Herbert, Sobreiro, Vinicius Amorim and Arismendi Zambrano, Juan (2016) Validation of default probability models: A stress testing approach. International Review of Financial Analysis, 47. pp. 70-85. ISSN 1057-5219
Sobreiro, Vinicius Amorim, da Costa, Thiago Raymon Cruz Cacique, Nazário, Rodolfo Toríbio Farias, Lima e Silva, Jéssica, Filho, Marcius Correia Lima, Kimura, Herbert and Arismendi Zambrano, Juan (2016) The profitability of moving average trading rules in BRICS and emerging stock markets. North American Journal of Economics and Finance, 38. pp. 86-101. ISSN 1062-9408