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 1 5 10 2 3 13 28
Total Working Papers 0 1 5 10 2 3 13 28


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 1 1 4 52 2 2 7 132
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 2 8 1 1 8 37
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 0 0 1 1 1 3
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 0 4 4 4 5 20 20
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 0 1 6 13 13
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 0 2 5 27 1 4 18 126
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 1 1 3 7 16
Total Journal Articles 1 3 15 92 11 22 74 347


Statistics updated 2017-08-03