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Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Block, Alexander Souza
;
Righi, Marcelo Brutti
; …
- In:
Energy economics
49
(
2015
),
pp. 23-32
Persistent link: https://www.econbiz.de/10011536627
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2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
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3
Liquidity, implied volatility and tail risk: a comparison of liquidity measures
Ramos, Henrique Pinto
;
Righi, Marcelo Brutti
- In:
International review of financial analysis
69
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012316872
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4
Previsão de value-at-risk para o mercado de criptomoedas usando modelos EGARCH com regimes markovianos
Marschner, Paulo Fernando
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
3
,
pp. 80-107
Persistent link: https://www.econbiz.de/10012306256
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