Showing 1 - 5 results of 5 for search 'Beatriz Vaz de Melo Mendes', query time: 0.03s Refine Results
  1. 1
    Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas

    Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas by Beatriz Vaz de Melo Mendes

    Published 2005-12-01
    Get full text
    Article
  2. 2
    Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil

    Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil by Victor Bello Accioly, Beatriz Vaz de Melo Mendes

    Published 2016-01-01
    Get full text
    Article
  3. 3
    Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates

    Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates by Vinicius Ratton Brandi, Beatriz Vaz de Melo Mendes

    Published 2004-12-01
    Get full text
    Article
  4. 4
    Measuring the Influence of the US Market over Observed Interdependencies in Latin America

    Measuring the Influence of the US Market over Observed Interdependencies in Latin America by Beatriz Vaz de Melo Mendes, Alba Regina Moretti

    Published 2005-06-01
    Get full text
    Article
  5. 5
    Local Estimation of Copula Based Value-at-Risk

    Local Estimation of Copula Based Value-at-Risk by Beatriz Vaz de Melo Mendes, Eduardo F. L. de Melo

    Published 2009-05-01
    Get full text
    Article

Search Tools: