The proposal of mathematical models needs in almost all the cases the verification of some assumptions. The Cox model is a regression model for survival data. The use of the Cox model without performing the verification of the assumptions is a common practice. In this paper, we present the...

Expected returns and risk assessment are important issues when evaluating capital investment projects. We use VARX-MGARCH models and asset pricing theory to model the expected rate of return in Brazil, Colombia, Mexico and Peru for late 2006. The main objective of this paper is to present an...