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 1 365
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 49 1 2 11 330
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 6 32 3 5 17 168
Generalized Hyperbolic Distributions and Brazilian Data 0 0 0 27 1 3 7 148
Generalized Hyperbolic Distributions and Brazilian Data 0 0 0 100 0 1 7 236
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 1 73 0 0 1 218
Goodness-of-fit Tests focus on VaR Estimation 0 0 1 148 0 0 7 292
Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation 0 0 2 74 1 2 7 159
Total Working Papers 0 0 10 710 6 13 58 1,916


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 2 32 1 1 5 82
Multivariate affine generalized hyperbolic distributions: An empirical investigation 0 0 0 13 1 1 10 93
Total Journal Articles 0 0 2 45 2 2 15 175


Statistics updated 2021-01-03