Wagner Barreto-Souza

Biographic Data

ID8921020
NAMEWagner Barreto-Souza
GIVEN NAMESWagner
FAMILY NAMEBarreto-Souza
SIGNATUREBARRETO-SOUZA W
AFFILIATIONSUniversity College Dublin
ORCID0000-0003-0831-7881
VERIFIEDYes
TOTAL WORKS2
TOTAL CITATIONS0
WORKS AS AUTHOR2
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2024
LATEST PUBLICATION YEAR2025
H-INDEX0

  • Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility

    Open AccessFernanda G B Mendes, Wagner Barreto-Souza et al.ARTICLEJournal of Business and Economic…2025

    We propose a novel class of Markov processes for dealing with continuous positive time series data, which is constructed based on a latent gamma effect and named gamma-driven (GD) models.The GD processes possess desirable properties and features: (i) it can produce any desirable invariant distribution with support on R + , (ii) it is time-reversible, and (iii) it has the transition density function given in an explicit form.Estimation of paramete…

  • Determining economic factors for sex trafficking in the United States using count time series regression

    Open AccessYuhyeong Jang, Yu‐Hyeong Jang et al.ARTICLEEmpirical Economics2024

    The article presents a robust quantitative approach for determining significant economic factors for sex trafficking in the United States. The aim is to study monthly counts of sex trafficking-related convictions, and use a wide range of economic variables as covariates to investigate their effect on conviction counts. A count time series model is considered along with a regression setup to include economic time series as covariates (economic fac…