Access Statistics for Aquiles Rocha de Farias

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
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


Statistics updated 2021-09-05