Access Statistics for Aquiles Rocha de Farias
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| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations | 0 | 0 | 0 | 207 | 0 | 0 | 3 | 368 |
| Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options | 0 | 1 | 2 | 51 | 0 | 1 | 4 | 332 |
| Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options | 0 | 0 | 2 | 33 | 2 | 4 | 18 | 179 |
| Generalized Hyperbolic Distributions and Brazilian Data | 0 | 0 | 0 | 27 | 2 | 4 | 9 | 154 |
| Generalized Hyperbolic Distributions and Brazilian Data | 0 | 0 | 0 | 100 | 1 | 1 | 4 | 239 |
| Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates | 0 | 0 | 0 | 73 | 2 | 2 | 2 | 220 |
| Goodness-of-fit Tests focus on VaR Estimation | 0 | 0 | 0 | 148 | 2 | 2 | 4 | 296 |
| Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation | 0 | 1 | 2 | 76 | 3 | 5 | 13 | 170 |
| Total Working Papers | 0 | 2 | 6 | 715 | 12 | 19 | 57 | 1,958 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Derivative pricing using multivariate affine generalized hyperbolic distributions | 0 | 1 | 1 | 33 | 0 | 2 | 4 | 85 |
| Multivariate affine generalized hyperbolic distributions: An empirical investigation | 0 | 0 | 0 | 13 | 1 | 4 | 5 | 97 |
| Total Journal Articles | 0 | 1 | 1 | 46 | 1 | 6 | 9 | 182 |
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