Access Statistics for Fernando Antonio Lucena Aiube

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 5 10 0 3 12 29
Total Working Papers 0 0 5 10 0 3 12 29


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of commodity prices with the particle filter 0 1 4 52 1 6 10 136
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 2 8 1 2 6 38
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 0 0 1 2 2 4
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 0 3 4 1 5 14 21
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 0 1 5 16 17
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 1 1 4 28 2 4 13 129
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 1 0 1 6 16
Total Journal Articles 1 2 13 93 7 25 67 361


Statistics updated 2017-10-05