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Estimating claim size and probability in the auto-insurance industry : the zero-adjusted inverse Gaussian (ZAIG) distribution
Bortoluzzo, Adriana Bruscato
;
Claro, Danny Pimentel
; …
-
2009
Persistent link: https://www.econbiz.de/10008797384
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2
Time-varying autoregressive conditional duration model
Bortoluzzo, Adriana Bruscato
;
Morettin, Pedro A.
; …
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2009
Persistent link: https://www.econbiz.de/10008797385
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Analyzing the quality factor for Brazil
Bortoluzzo, Adriana Bruscato
;
Pistili, Gustavo Nascimento
; …
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
3
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pp. 31-52
Persistent link: https://www.econbiz.de/10012804831
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4
Inter-temporal CAPM : an empirical test with Brazilian market data
Machado, Octavio Portolano
;
Bortoluzzo, Adriana Bruscato
; …
- In:
Revista Brasileira de Finanças : RBFin
11
(
2013
)
2
,
pp. 149-180
Persistent link: https://www.econbiz.de/10011584842
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The two-component Beta-t-QVAR-M-lev : a new forecasting model
Haddad, Michel Ferreira Cardia
;
Blazsek, Szabolcs
; …
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 379-401
Persistent link: https://www.econbiz.de/10014420497
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