Access Statistics for Lucas Lúcio Godeiro
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 | |
| Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo | 0 | 0 | 0 | 31 | 0 | 1 | 5 | 109 |
| Impact of calendar effects in the volatility of vale shares | 0 | 0 | 0 | 9 | 0 | 2 | 3 | 26 |
| Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais | 0 | 0 | 0 | 10 | 0 | 1 | 1 | 34 |
| SELEÇÃO DE CARTEIRAS COM RETORNOS SERIALMENTE CORRELACIONADOS: UMA APLICAÇÃO DE MODELOS AUTOREGRESSIVOS | 0 | 0 | 0 | 16 | 2 | 2 | 3 | 37 |
| Total Working Papers | 0 | 0 | 0 | 66 | 2 | 6 | 12 | 206 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Estimating the VaR of Brazilian stock portfolios via GARCH family models and via Monte Carlo Simulation | 0 | 0 | 0 | 10 | 0 | 0 | 0 | 29 |
| Impact of Calendar Effects in the Volatility of Vale Shares | 0 | 0 | 0 | 4 | 0 | 0 | 1 | 20 |
| Impact of Food Acquisition Program in the Sertao-Apodi and Acu-Mossoro Territory from Brazil | 0 | 0 | 0 | 2 | 0 | 0 | 1 | 20 |
| International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable? | 0 | 0 | 0 | 16 | 3 | 3 | 4 | 83 |
| Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012 | 0 | 0 | 1 | 67 | 0 | 0 | 2 | 141 |
| Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 10 |
| Total Journal Articles | 0 | 0 | 1 | 99 | 3 | 3 | 10 | 303 |
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