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Pair-copulas modeling in finance
Mendes, Beatriz Vaz de Melo; Semeraro, Mariângela Mendes; … - In: Financial markets and portfolio management 24 (2010) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10003983974
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Measuring financial risks with copulas
Mendes, Beatriz Vaz de Melo; Souza, Rafael Martins de - In: International review of financial analysis 13 (2004) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10002066867
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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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Local estimation of dynamic copula models
Mendes, Beatriz Vaz de Melo; Melo, Eduardo F. L. de - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 241-258
Persistent link: https://www.econbiz.de/10008860402
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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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On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo; Accioly, Victor Bello - In: International review of financial analysis 22 (2012), pp. 1-9
Persistent link: https://www.econbiz.de/10010219700