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How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo; Kolev, Nikolai - In: International review of financial analysis 17 (2008) 5, pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
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Copula based models for serial dependence
Mendes, Beatriz Vaz de Melo; Aíube, Cecília - In: International journal of managerial finance : IJMF 7 (2011) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10008992011
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Determinants of stock market classifications
Mendes, Beatriz Vaz de Melo; Martins, R. A. C. - In: Applied economics letters 25 (2018) 17, pp. 1244-1249
Persistent link: https://www.econbiz.de/10012135371
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Improving (E)GARCH forecasts with robust realized range measures : evidence from international markets
Mendes, Beatriz Vaz de Melo; Accioly, Victor Bello - In: Journal of economics and finance 41 (2017) 4, pp. 631-658
Persistent link: https://www.econbiz.de/10011802188
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International market linkages and common volatility in emerging markets of Latin America
Silva, André Luiz Carvalhal da; Leal, Ricardo Pereira … - In: Journal of emerging markets 13 (2008) 3, pp. 20-31
Persistent link: https://www.econbiz.de/10003823706