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 1 31 0 0 4 103
Impact of calendar effects in the volatility of vale shares 0 0 0 9 0 0 0 23
Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais 0 1 1 9 0 1 1 32
SELEÇÃO DE CARTEIRAS COM RETORNOS SERIALMENTE CORRELACIONADOS: UMA APLICAÇÃO DE MODELOS AUTOREGRESSIVOS 0 0 0 7 0 0 0 22
Total Working Papers 0 1 2 56 0 1 5 180


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 9 1 1 1 28
Impact of Calendar Effects in the Volatility of Vale Shares 0 0 0 3 0 0 0 18
Impact of Food Acquisition Program in the Sertao-Apodi and Acu-Mossoro Territory from Brazil 0 0 0 2 0 0 0 18
International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable? 0 0 0 12 0 0 1 69
Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012 0 0 0 65 0 0 0 137
Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012 0 0 0 0 0 0 0 8
Total Journal Articles 0 0 0 91 1 1 2 278


Statistics updated 2023-03-10