Access Statistics for Jose Renato Haas Ornelas

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 1 207 0 0 6 363
Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies 0 0 1 20 0 0 3 31
Behavior and Effects of Equity Foreign Investors on Emerging Markets 0 1 1 69 1 2 3 234
Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia 5 8 20 20 7 13 37 37
Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options 0 0 1 49 0 1 6 315
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options 0 0 1 26 0 1 6 141
Expected Currency Returns and Volatility Risk Premia 0 0 0 18 0 2 9 30
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 0 72 0 0 5 214
Goodness-of-fit Tests focus on VaR Estimation 0 1 2 145 0 1 4 283
Herding Behavior by Equity Foreign Investors on Emerging Markets 1 2 8 299 3 10 30 778
Risco, Dívida e Alavancagem Soberana 0 0 0 3 0 2 7 19
Testing the Liquidity Preference Hypothesis using Survey Forecasts 0 0 2 22 4 7 21 82
The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks 0 0 0 1 0 2 7 29
Volatility Risk Premia and Future Commodity Returns 0 0 2 49 1 2 10 29
Volatility risk premia and future commodities returns 0 1 2 39 1 4 7 41
Total Working Papers 6 13 41 1,039 17 47 161 2,626


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Goodness-of-Fit Test with Focus on Conditional Value at Risk 0 0 0 0 0 0 1 10
Combining equilibrium, resampling, and analyst’s views in portfolio optimization 0 2 2 19 1 4 7 89
Goodness-of-fit Tests Focus on Value-at-Risk Estimation 0 0 1 4 0 0 3 14
Recovering Risk-Neutral Densities from Brazilian Interest Rate Options 0 0 1 2 0 0 3 15
Testing the liquidity preference hypothesis using survey forecasts 0 0 0 3 0 0 5 44
The Forecast Ability of Option-implied Densities from Emerging Markets Currencies 0 0 0 1 0 0 2 20
Yes, the choice of performance measure does matter for ranking of us mutual funds 0 0 0 0 0 0 1 84
Total Journal Articles 0 2 4 29 1 4 22 276


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Combining equilibrium, resampling, and analysts' views in portfolio optimization 0 2 3 16 0 2 4 83
Total Chapters 0 2 3 16 0 2 4 83


Statistics updated 2019-07-03