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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
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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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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
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Improving (E)GARCH forecasts with robust realized range measures : evidence from international markets
Mendes, Beatriz Vaz de Melo; Accioly, Victor Bello - In: Journal of economics and finance 41 (2017) 4, pp. 631-658
Persistent link: https://www.econbiz.de/10011802188