Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk
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DOI: 10.1080/02664763.2020.1865883
Abstract: Risk management of stock portfolios is a fundamental problem for the financial analysis since it indicates the potential losses of an investment at any given time. The objective of this study is to... read more here.
Keywords: risk; risk analysis; analysis brazilian; brazilian stock ... See more keywords
MULTIFRACTAL ANALYSIS OF BRAZILIAN AGRICULTURAL MARKET
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DOI: 10.1142/s0218348x20500760
Abstract: In order to address the overall properties of the Brazilian agricultural commodity market and the intricate effects of political and economic instabilities, in this work, we provide a comprehensive... read more here.
Keywords: multifractal analysis; brazilian agricultural; agricultural market; analysis brazilian ... See more keywords