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 0 370
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 1 54 0 1 2 342
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 0 33 0 1 2 185
Generalized Hyperbolic Distributions and Brazilian Data 0 0 0 28 0 1 4 163
Generalized Hyperbolic Distributions and Brazilian Data 0 0 0 100 0 0 1 240
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 0 74 0 0 1 225
Goodness-of-fit Tests focus on VaR Estimation 0 0 0 149 0 0 1 300
Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation 0 0 0 77 0 0 0 173
Total Working Papers 0 0 1 722 0 3 11 1,998


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 35 0 0 1 89
Multivariate affine generalized hyperbolic distributions: An empirical investigation 0 0 0 13 0 1 1 99
Total Journal Articles 0 0 1 48 0 1 2 188


Statistics updated 2024-05-04