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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

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Journal of risk 19 (2016) 2, pp. 81-116

Persistent link: https://www.econbiz.de/10013177086

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: International review of financial analysis 30 (2013), pp. 384-393

Persistent link: https://www.econbiz.de/10010461544

Righi, Marcelo Brutti - In: Application of operations research to financial markets, (pp. 299-313). 2019

Persistent link: https://www.econbiz.de/10012159991

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Journal of economics & business 78 (2015), pp. 14-47

Persistent link: https://www.econbiz.de/10011317189

Righi, Marcelo Brutti; Müller, Fernanda Maria - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 636-657

Persistent link: https://www.econbiz.de/10014342970

Berkhouch, Mohammed; Müller, Fernanda Maria; Lakhnati, … - In: Computational economics 59 (2022) 2, pp. 527-547

Persistent link: https://www.econbiz.de/10013169017

Sant'Anna, Leonardo Riegel; Righi, Marcelo Brutti; … - In: International review of economics & finance : IREF 80 (2022), pp. 361-383

Persistent link: https://www.econbiz.de/10013342032

Righi, Marcelo Brutti; Ceretta, Paulo Sérgio - In: Economics Bulletin 31 (2011) 2, pp. 1717-1730

In this paper we use a copula-based GARCH model to estimate conditional variances and covariances of the bivariate …

Persistent link: https://www.econbiz.de/10009145651

Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112

Persistent link: https://www.econbiz.de/10011982511