Access Statistics for Lucas Lúcio Godeiro

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
Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo 0 0 0 31 0 2 2 106
Impact of calendar effects in the volatility of vale shares 0 0 0 9 0 1 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 3 16 0 0 4 34
Total Working Papers 0 0 3 66 0 3 7 197


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 1 1 20
International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable? 0 0 2 16 0 0 6 79
Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012 0 1 2 67 0 1 2 140
Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012 0 0 0 0 0 1 1 9
Total Journal Articles 0 1 5 99 0 3 11 296


Statistics updated 2025-03-03