A comparison of expected shortfall estimation models

von Righi, Marcelo Brutti
Veröffentlicht in Journal of economics & business (2015)

Risk prediction management and weak form market efficiency in Eurozone financial crisis

von Righi, Marcelo Brutti
Veröffentlicht in International review of financial analysis (2013)

Shortfall deviation risk : an alternative for risk measurement

von Righi, Marcelo Brutti
Veröffentlicht in Journal of risk (2016)

Estimating non-linear serial and cross-interdependence between financial assets

von Righi, Marcelo Brutti
Veröffentlicht in Journal of banking & finance (2013)

Analyzing the dependence structure of various sectors in the Brazilian market : a Pair Copula Construction approach

von Righi, Marcelo Brutti
Veröffentlicht in Economic modelling (2013)

Nonparametric expectile regression for conditional autoregressive expected shortfall estimation

von Righi, Marcelo Brutti
Veröffentlicht in Risk manangement post financial crisis (2014)

Pair copula constructions to determine the dependence structure of Treasury bond yields

von Righi, Marcelo Brutti
Veröffentlicht in Indian Institute of Management Bangalore IIMB management review (2015)

Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios

von Oliveira, Alexandre Silva de
Veröffentlicht in Finance research letters (2023)

Misattribution bias and his influence at finanacial markets

Veröffentlicht in Journal of international business and economics (2012)

Cause-effect relation between national milk supply and the price paid to Brazilian milk producers : an empirical analysis

Veröffentlicht in The IUP journal of applied economics (2011)

Misattribution bias : the role of emotion in risk tolerance

Veröffentlicht in Icfai University Press (Hyderabad) The IUP journal of behavioral finance (2011)