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)

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)

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)

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)

Measuring financial risks with copulas

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

Portfolio management with semi-parametric bootstrapping

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

Robust asset allocation in emerging stock markets

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

A new perspective on exergy analysis of single and double effect water-LiBr absorption refrigeration systems

von Exposito-Mendez, Beatriz
Veröffentlicht in ECOS (33. : 2020 : Osaka) 33rd International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems (ECOS 2020) ; Volume 1 of 4 (2020)

Local estimation of dynamic copula models

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

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

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

Pair-copulas modeling in finance

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

Extreme market events in Latin American stock markets

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

Clustering in emerging equity markets

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