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~person:"Mendes, Beatriz Vaz de Melo"
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Mendes, Beatriz Vaz de Melo
Okhrin, Ostap
38
Tiwari, Aviral Kumar
22
Smith, Michael S.
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
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Einmahl, John H. J.
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International review of financial analysis
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
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