Access Statistics for Lucas Lúcio Godeiro

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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 1 3 6 112
Impact of calendar effects in the volatility of vale shares 0 0 0 9 3 4 6 30
Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais 0 0 0 10 1 1 2 35
SELEÇÃO DE CARTEIRAS COM RETORNOS SERIALMENTE CORRELACIONADOS: UMA APLICAÇÃO DE MODELOS AUTOREGRESSIVOS 0 1 1 17 3 7 8 42
Total Working Papers 0 1 1 67 8 15 22 219


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 1 1 1 30
Impact of Calendar Effects in the Volatility of Vale Shares 0 0 0 4 9 9 10 29
Impact of Food Acquisition Program in the Sertao-Apodi and Acu-Mossoro Territory from Brazil 0 0 0 2 1 1 1 21
International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable? 0 0 0 16 2 7 8 87
Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012 0 0 0 67 1 2 3 143
Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012 0 0 0 0 4 7 8 17
Total Journal Articles 0 0 0 99 18 27 31 327


Statistics updated 2026-02-12