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 | 1 | 208 | 0 | 0 | 1 | 371 |
| Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options | 0 | 0 | 2 | 56 | 0 | 0 | 3 | 345 |
| Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options | 0 | 0 | 1 | 34 | 1 | 1 | 3 | 188 |
| Generalized Hyperbolic Distributions and Brazilian Data | 0 | 0 | 0 | 100 | 0 | 1 | 2 | 242 |
| Generalized Hyperbolic Distributions and Brazilian Data | 0 | 0 | 0 | 28 | 0 | 0 | 2 | 165 |
| Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates | 0 | 0 | 1 | 75 | 0 | 0 | 1 | 226 |
| Goodness-of-fit Tests focus on VaR Estimation | 0 | 0 | 1 | 150 | 0 | 0 | 3 | 303 |
| Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation | 0 | 0 | 0 | 77 | 0 | 1 | 1 | 174 |
| Total Working Papers | 0 | 0 | 6 | 728 | 1 | 3 | 16 | 2,014 |
| 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 | 0 | 1 | 36 | 0 | 0 | 1 | 90 |
| Multivariate affine generalized hyperbolic distributions: An empirical investigation | 0 | 0 | 0 | 13 | 1 | 1 | 2 | 101 |
| Total Journal Articles | 0 | 0 | 1 | 49 | 1 | 1 | 3 | 191 |
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