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Value-at-risk and extreme returns in Asian Stock markets
Silva, André L. C. da; Mendes, Beatriz Vaz de Melo - In: International journal of business 8 (2003) 1, pp. 17-40
Persistent link: https://www.econbiz.de/10001767425
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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
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The risk-return relationship of pension funds with investments in hedge funds
Leal, Ricardo Pereira Câmara; Mendes, Beatriz Vaz de Melo - In: Latin American business review : journal of the … 11 (2010) 2, pp. 141-169
Persistent link: https://www.econbiz.de/10008748651
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Evaluating the forecast accuracy of emerging market stock returns
Carvalhal, Andre; Mendes, Beatriz Vaz de Melo - In: Emerging markets finance & trade : a journal of the … 44 (2008) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10003703776