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Fajardo, José
12
Farias, Aquiles
5
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
International review of financial analysis
2
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1
Derivative pricing using multivariate affine generalized hyperbolic distributions
Fajardo, José
;
Farias, Aquiles
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1607-1618
Persistent link: https://www.econbiz.de/10008412245
Saved in:
2
Generalized hyperbolic distributions and Brazilian data
Fajardo, José
;
Farias, Aquiles
- In:
Brazilian review of econometrics : the review of the …
24
(
2004
)
2
,
pp. 249-271
Persistent link: https://www.econbiz.de/10009081713
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3
Multivariate affine generalized hyperbolic distributions: An empirical investigation
Fajardo, José
;
Farias, Aquiles
- In:
International review of financial analysis
18
(
2009
)
4
,
pp. 174-185
Persistent link: https://www.econbiz.de/10008895019
Saved in:
4
Multivariate affine generalized hyperbolic distributions: An empirical investigation
Fajardo, José
;
Farias, Aquiles
- In:
International review of financial analysis
18
(
2009
)
4
,
pp. 174-184
Persistent link: https://www.econbiz.de/10008306634
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5
Accounting for skewness in performance evaluation of Brazilian mutual funds
Ornelas, Jose
;
Farias, Aquiles
;
Junior, Antonio Silva
- In:
Banking and finance review
1
(
2009
)
1
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009956417
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6
Endogenous collateral
Araujo, Aloisio
;
Fajardo, José
;
Páscoa, Mario R.
- In:
Journal of mathematical economics
41
(
2005
)
4
,
pp. 439-462
Persistent link: https://www.econbiz.de/10006016210
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7
Existence of equilibrium in common agency games with adverse selection
Carmona, Guilherme
;
Fajardo, José
- In:
Games and economic behavior
66
(
2009
)
2
,
pp. 749-760
Persistent link: https://www.econbiz.de/10008262051
Saved in:
8
Statistical arbitrage with default and collateral
Fajardo, José
;
Lacerda, Ana
- In:
Economics letters
108
(
2010
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10008422804
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9
Pricing and optimality with default spreads
Fajardo, José
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 686-692
Persistent link: https://www.econbiz.de/10008244899
Saved in:
10
Duality and symmetry with time-changed Lévy processes
Fajardo, José
;
Mordecki, Ernesto
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10010077038
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