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Apreçamento de opçoes de IDI usando distribuiçoes hiperbólicas generalizadas
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Economia aplicada : EA 7 (2003) 4, pp. 767-794
Persistent link: https://www.econbiz.de/10002080861
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Apreçamento de opções de IDI usando o modelo CIR
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Estudos econômicos : publicação trimestral do … 33 (2003) 2, pp. 287-323
Persistent link: https://www.econbiz.de/10001796828
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Accounting for skewness in performance evaluation of Brazilian mutual funds
Ornelas, José Renato Haas; Farias, Aquiles Rocha de; … - In: Banking and finance review 1 (2009) 1, pp. 119-131
Persistent link: https://www.econbiz.de/10008936744
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Analyzing the use of generalized hyperbolic distributions to value at risk calculations
Barbachan, José Santiago Fajardo; Farias, Aquiles Rocha de - In: Economia aplicada : EA 9 (2005) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10002889308
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Bank competition, cost of credit and economic activity : evidence from Brazil
Joaquim, Gustavo; Doornik, Bernardus Ferdinandus Nazar van - 2023
Persistent link: https://www.econbiz.de/10014414393