A conditional approach for risk estimation

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Journal of risk (2008)

Copula based models for serial dependence

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in International journal of managerial finance (2011)

Evaluating the forecast accuracy of emerging market stock returns

von Carvalhal, Andre
Veröffentlicht in Emerging markets finance & trade (2008)

How long memory in volatility affects true dependence structure

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in International review of financial analysis (2008)

Multivariate skew distributions based on the GT-Copula

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Brazilian review of econometrics (2006)

Implementing and testing the Maximum Drawdown at Risk

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Finance research letters (2017)

Choosing an optimal investment strategy : the role of robust pair-copulas based portfolios

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Emerging markets review (2012)

Improving (E)GARCH forecasts with robust realized range measures : evidence from international markets

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Journal of economics and finance (2017)

On the dependence structure of realized volatilities

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in International review of financial analysis (2012)

Portfolio management with semi-parametric bootstrapping

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Journal of risk management in financial institutions (2010)

The risk-return relationship of pension funds with investments in hedge funds

von Leal, Ricardo Pereira Câmara
Veröffentlicht in Latin American business review (2010)

Determinants of stock market classifications

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Applied economics letters (2018)

Robust asset allocation in emerging stock markets

von Pereira Câmara Leal, Ricardo
Veröffentlicht in Journal of emerging markets (2004)

Measuring financial risks with copulas

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in International review of financial analysis (2004)

Value-at-risk and extreme returns in Asian Stock markets

von Silva, André L. C. da
Veröffentlicht in International journal of business (2003)

Local estimation of dynamic copula models

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in International journal of theoretical and applied finance (2010)

Extreme market events in Latin American stock markets

von Ferreira, Rita Rodrigues
Veröffentlicht in Journal of emerging markets (2000)

Pair-copulas modeling in finance

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Financial markets and portfolio management (2010)

Clustering in emerging equity markets

von Mendes, Beatriz Vaz de Melo
Veröffentlicht in Emerging markets review (2007)

Optimal portfolio structuring in emerging stock markets using robust statistics

Veröffentlicht in Brazilian review of econometrics (2005)