Access Statistics for Jose Renato Haas Ornelas

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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
Chapter	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

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Statistics updated 2019-07-03