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 28 2 3 12 90
Impact of calendar effects in the volatility of vale shares 0 0 0 8 0 1 2 21
Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais 0 0 0 8 0 0 0 29
SELEÇÃO DE CARTEIRAS COM RETORNOS SERIALMENTE CORRELACIONADOS: UMA APLICAÇÃO DE MODELOS AUTOREGRESSIVOS 0 0 2 5 0 0 2 18
Total Working Papers 0 0 2 49 2 4 16 158


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 1 8 0 0 1 24
Impact of Calendar Effects in the Volatility of Vale Shares 0 0 0 2 0 1 2 14
Impact of Food Acquisition Program in the Sertao-Apodi and Acu-Mossoro Territory from Brazil 0 0 0 2 0 0 4 15
International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable? 0 2 5 11 3 9 20 47
Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012 0 0 0 65 0 1 8 134
Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012 0 0 0 0 0 0 0 6
Total Journal Articles 0 2 6 88 3 11 35 240


Statistics updated 2021-01-03