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~subject:"Multivariate distribution"
~type_genre:"Article in journal"
~person:"Righi, Marcelo Brutti"
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Multivariate distribution
Multivariate Verteilung
7
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Righi, Marcelo Brutti
Reboredo, Juan Carlos
18
Tiwari, Aviral Kumar
18
Kim, Jong-Min
15
Hammoudeh, Shawkat
13
Weiß, Gregor
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1
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
Saved in:
2
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011859009
Saved in:
3
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
4
Pair copula constructions to determine the dependence structure of Treasury bond yields
Righi, Marcelo Brutti
;
Schlender, Sergio Guilherme
; …
- In:
IIMB management review
27
(
2015
)
4
,
pp. 216-227
Persistent link: https://www.econbiz.de/10011481216
Saved in:
5
Risk prediction management and weak form market efficiency in Eurozone financial crisis
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
International review of financial analysis
30
(
2013
),
pp. 384-393
Persistent link: https://www.econbiz.de/10010461544
Saved in:
6
Estimating non-linear serial and cross-interdependence between financial assets
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 837-846
Persistent link: https://www.econbiz.de/10009708737
Saved in:
7
Analyzing the dependence structure of various sectors in the Brazilian market : a Pair Copula Construction approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Economic modelling
35
(
2013
),
pp. 199-206
Persistent link: https://www.econbiz.de/10010259465
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