Access Statistics for Lucas Lúcio Godeiro

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo 0 0 0 31 1 2 4 108
Impact of calendar effects in the volatility of vale shares 0 0 0 9 0 0 1 24
Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais 0 0 0 10 0 0 0 33
SELEÇÃO DE CARTEIRAS COM RETORNOS SERIALMENTE CORRELACIONADOS: UMA APLICAÇÃO DE MODELOS AUTOREGRESSIVOS 0 0 2 16 0 1 4 35
Total Working Papers 0 0 2 66 1 3 9 200


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating the VaR of Brazilian stock portfolios via GARCH family models and via Monte Carlo Simulation 0 0 1 10 0 0 1 29
Impact of Calendar Effects in the Volatility of Vale Shares 0 0 0 4 0 0 0 19
Impact of Food Acquisition Program in the Sertao-Apodi and Acu-Mossoro Territory from Brazil 0 0 0 2 0 0 1 20
International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable? 0 0 1 16 0 0 4 79
Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012 0 0 2 67 0 1 3 141
Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012 0 0 0 0 0 0 1 9
Total Journal Articles 0 0 4 99 0 1 10 297


Statistics updated 2025-05-12