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 1 370
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 0 53 0 0 1 340
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 33 0 0 2 183
Generalized Hyperbolic Distributions and Brazilian Data 0 0 0 28 0 0 2 159
Generalized Hyperbolic Distributions and Brazilian Data 0 0 0 100 0 0 0 239
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 0 74 0 1 3 224
Goodness-of-fit Tests focus on VaR Estimation 0 0 0 149 0 0 2 299
Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation 0 0 0 77 0 0 1 173
Total Working Papers 0 0 0 721 0 1 12 1,987


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 34 0 0 2 88
Multivariate affine generalized hyperbolic distributions: An empirical investigation 0 0 0 13 0 0 1 98
Total Journal Articles 0 0 1 47 0 0 3 186


Statistics updated 2023-05-07