de Melo Mendes, Beatriz Vaz: search on Z-Library

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1

A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020

Vaz de Melo Mendes, Beatriz, Fluminense Carneiro, AndrÃ©

Journal:

Journal of Risk and Financial Management

Year:

2020

File:

PDF, 1.92 MB

2020

2

Maximum Drawdown

Leal, Ricardo Pereira Câmara, Mendes, Beatriz Vaz de Melo

Journal:

The Journal of Alternative Investments

Year:

2005

Language:

english

File:

PDF, 939 KB

english, 2005

3

Measuring financial risks with copulas

Beatriz Vaz de Melo Mendes, Rafael Martins de Souza

Journal:

International Review of Financial Analysis

Year:

2004

Language:

english

File:

PDF, 427 KB

english, 2004

4

Pair-copulas modeling in finance

Beatriz Vaz de Melo Mendes, Mariângela Mendes Semeraro, Ricardo P. Câmara Leal

Journal:

Financial Markets and Portfolio Management

Year:

2010

Language:

english

File:

PDF, 1.05 MB

english, 2010

5

Robust Hedging Using Futures Contracts with an Application to Emerging Markets

Duarte, Antonio Marcos, Mendes, Beatriz Vaz De Melo

Journal:

The Journal of Derivatives

Year:

1998

Language:

english

File:

PDF, 2.46 MB

english, 1998

6

Value-at-risk and Extreme Returns in Asian Stock Markets

Carvalhal da Silva, Andre, de Melo Mendes, Beatriz Vaz

Journal:

SSRN Electronic Journal

Year:

2003

File:

PDF, 886 KB

2003

7

The Risk-Return Relationship of Pension Funds With Investments in Hedge Funds

Leal, Ricardo Pereira Câmara, Mendes, Beatriz Vaz de Melo

Journal:

Latin American Business Review

Year:

2010

Language:

english

File:

PDF, 1.38 MB

english, 2010

8

Copula based models for serial dependence

Vaz de Melo Mendes, Beatriz, Aíube, Cecília

Journal:

International Journal of Managerial Finance

Year:

2011

Language:

english

File:

PDF, 216 KB

english, 2011

9

Assessing the bias of maximum likelihood estimates of contaminated garch models

Melo Mendes, Beatriz Vaz De.

Journal:

Journal of Statistical Computation and Simulation

Year:

2000

Language:

english

File:

PDF, 1.45 MB

english, 2000

10

Asymmetric extreme interdependence in emerging equity markets

Beatriz Vaz de Melo Mendes

Journal:

Applied Stochastic Models in Business and Industry

Year:

2005

Language:

english

File:

PDF, 184 KB

english, 2005

11

Foreign Exchange Volatility and Trading Volume of Derivatives Instruments: Evidence from the Brazilian Market

Brandi, Vinicius Ratton, Mendes, Beatriz Vaz de Melo, Gomes, Frederico Pechir, Santos, Marcelo Bittencourt Coelho dos

Journal:

Latin American Business Review

Year:

2007

Language:

english

File:

PDF, 867 KB

english, 2007

12

Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios

Beatriz Vaz de Melo Mendes, Daniel S. Marques

Journal:

Emerging Markets Review

Year:

2012

Language:

english

File:

PDF, 785 KB

english, 2012

13

Sobre a precisão das estimativas de máxima verossimilhança nas distribuições bivariadas de valores extremos

Moretti, Alba Regina, Mendes, Beatriz Vaz de Melo

Journal:

Pesquisa Operacional

Year:

2003

File:

PDF, 271 KB

2003

14

How long memory in volatility affects true dependence structure

Beatriz Vaz de Melo Mendes, Nikolai Kolev

Journal:

International Review of Financial Analysis

Year:

2008

Language:

english

File:

PDF, 338 KB

english, 2008

15

Implementing and testing the Maximum Drawdown at Risk

Mendes, Beatriz Vaz de Melo, Lavrado, Rafael Coelho

Journal:

Finance Research Letters

Year:

2017

Language:

english

File:

PDF, 772 KB

english, 2017

16

Evaluating the Forecast Accuracy of Emerging Market Stock Returns

Andre Carvalhal and Beatriz Vaz de Melo Mendes

Journal:

Emerging Markets Finance and Trade

Year:

2008

Language:

english

File:

PDF, 1.53 MB

english, 2008

17

Data driven estimates for mixtures

Beatriz Vaz de Melo Mendes, Hedibert Freitas Lopes

Journal:

Computational Statistics & Data Analysis

Year:

2004

Language:

english

File:

PDF, 320 KB

english, 2004

18

On the dependence structure of realized volatilities

Beatriz Vaz de Melo Mendes, Victor Bello Accioly

Journal:

International Review of Financial Analysis

Year:

2012

Language:

english

File:

PDF, 835 KB

english, 2012

19

Robust multivariate modeling in finance

Vaz de Melo Mendes, Beatriz, Pereira Câmara Leal, Ricardo

Journal:

International Journal of Managerial Finance

Year:

2005

Language:

english

File:

PDF, 269 KB

english, 2005

20

Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets

Mendes, Beatriz Vaz de Melo, Accioly, Victor Bello

Journal:

Journal of Economics and Finance

Year:

2017

Language:

english

File:

PDF, 598 KB

english, 2017

21

Assessing conditional extremal risk of flooding in Puerto Rico

Beatriz Vaz de Melo Mendes, Luis Raúl Pericchi

Journal:

Stochastic Environmental Research and Risk Assessment

Year:

2009

Language:

english

File:

PDF, 591 KB

english, 2009

22

Evaluating the Forecast Accuracy of Emerging Market Stock Returns

Carvalhal, Andre, de Melo Mendes, Beatriz Vaz

Journal:

Emerging Markets Finance and Trade

Year:

2008

Language:

english

File:

PDF, 293 KB

english, 2008

23

Robust pair-copula based forecasts of realized volatility

Vaz de Melo Mendes, Beatriz, Accioly, Victor Bello

Journal:

Applied Stochastic Models in Business and Industry

Year:

2014

Language:

english

File:

PDF, 415 KB

english, 2014

24

A Bayesian analysis of clusters of extreme losses

Beatriz Vaz de Melo Mendes

Journal:

Applied Stochastic Models in Business and Industry

Year:

2006

Language:

english

File:

PDF, 205 KB

english, 2006

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