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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
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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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A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria; Gössling, Thalles Weber; … - In: Journal of forecasting 43 (2024) 3, pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
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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