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Leonardo Mendes Primo Brito
Leonardo Mendes Primo Brito
Verified email at cin.ufpe.br
Title
Cited by
Cited by
Year
A GARCH-VaR investigation on the Brazilian sectoral stock indices
W Bernardino, L Brito, R Ospina, S Melo
Brazilian Review of Finance 16 (4), 573-610, 2018
112018
A risk analysis of the brazilian stock market using value-at-risk and GARCH models
LMP BRITO
Universidade Federal de Pernambuco, 2016
2016
Publication period
AF Bernardino, KDD Roglio, JM Del Corso
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Articles 1–3