المؤلفون: Beatriz Vaz de Melo Mendes, Eduardo F. L. de Melo

المصدر: Revista Brasileira de Finanças, Vol 7, Iss 1, Pp 29-50 (2009)

مصطلحات موضوعية: copulas, local maximum likelihood estimation, value-at-risk., Finance, HG1-9999

وصف الملف: electronic resource

Relation: http://virtualbib.fgv.br/ojs/index.php/rbfin/article/view/1426; https://doaj.org/toc/1679-0731; https://doaj.org/toc/1984-5146

URL الوصول: https://doaj.org/article/8dfda047d19f44279c499d0f6812639e

المؤلفون: Mariana Arozo B. de Melo, Cristiano Fernandes, Eduardo F. L. de Melo

المصدر: Statistica Neerlandica. 72:354-374

مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Computer science, 05 social sciences, Aggregate (data warehouse), 01 natural sciences, Expression (mathematics), 010104 statistics & probability, Autoregressive model, 0502 economics and business, Sum of normally distributed random variables, Econometrics, Probability distribution, 050207 economics, 0101 mathematics, Statistics, Probability and Uncertainty, Valuation (measure theory), Variable (mathematics)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::b11aebc3d0b5aaab6cdde3547a7ad7fb
https://doi.org/10.1111/stan.12139

المؤلفون: Eduardo F L De Melo, Beatriz V M Mendes, Marcelo Medeiros, Mendes, B. E Melo

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/viewFile/1426/793/.

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1035.4507; http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/viewFile/1426/793/

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1035.4507
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/viewFile/1426/793/

المؤلفون: Eduardo F. L. de Melo, César Neves

المصدر: North American Actuarial Journal. 20:420-436

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Solvency, 050208 finance, Actuarial science, 05 social sciences, Conditional expectation, 01 natural sciences, Profit (economics), 010104 statistics & probability, 0502 economics and business, Economics, Dividend, 0101 mathematics, Statistics, Probability and Uncertainty

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::20437408d1d1f2223e005064d580f8bf
https://doi.org/10.1080/10920277.2016.1192476

المؤلفون: César Neves, Eduardo F. L. de Melo, Cristiano Fernandes

المصدر: North American Actuarial Journal. 18:343-362

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Stochastic modelling, media_common.quotation_subject, Copula (linguistics), Multivariate normal distribution, Stock market index, Interest rate, Life insurance, Econometrics, Economics, Yield curve, Surrender, Statistics, Probability and Uncertainty, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::40820a139707b4d707892227ed86c41d
https://doi.org/10.1080/10920277.2014.888315

المؤلفون: Eduardo F. L. de Melo, Claudio Henrique da Silveira Barbedo

المصدر: Journal of Economics and Business. 64:364-376

مصطلحات موضوعية: Economics and Econometrics, Conditional dependence, Financial economics, media_common.quotation_subject, Bond, Latent variable, General Business, Management and Accounting, Interest rate, Liberian dollar, Econometrics, Economics, Arbitrage, Macro, media_common, Sign (mathematics)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::929b881b7a25fdd45f76695d333ee6c5
https://doi.org/10.1016/j.jeconbus.2012.06.001

المؤلفون: Eduardo F. L. de Melo, Beatriz Vaz de Melo Mendes

المصدر: International Journal of Theoretical and Applied Finance. 13:241-258

مصطلحات موضوعية: Rate of return, Stylized fact, Autoregressive conditional heteroskedasticity, Copula (linguistics), Statistics, Econometrics, Economics, Portfolio, Volatility (finance), General Economics, Econometrics and Finance, Finance, Stock (geology), Value at risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::b0dc13629aca2156a4c458d54e58fe6c
https://doi.org/10.1142/s0219024910005759

المؤلفون: BEATRIZ V. M. MENDES, EDUARDO F. L. DE MELO

المصدر: International Journal of Theoretical and Applied Finance. 13(02):241-258

مصطلحات موضوعية: Copulas, local maximum likelihood estimation, GARCH models, Value-at-Risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::6b82f8f8b223131e146b92dedd75fd53
http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S0219024910005759

المؤلفون: Eduardo F. L. de Melo, Beatriz Vaz de Melo Mendes

المصدر: North American Actuarial Journal. 13:170-185

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Pension, Fixed income, Defined contribution plan, Actuarial science, Life insurance, Copula (linguistics), Economics, Stable value fund, Statistics, Probability and Uncertainty, Fixed interest rate loan, Investment fund

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::102064ebc4dda9360dd0aee90eb4ebd6
https://doi.org/10.1080/10920277.2009.10597546

المؤلفون: Eduardo F. L. de Melo, André Luiz Carvalhal da Silva

المصدر: Latin American Business Review. 8:69-87

مصطلحات موضوعية: Rate of return, Fixed income, Actuarial science, Prospect theory, Loss aversion, Equity (finance), Economics, Business, Management and Accounting (miscellaneous), Portfolio, Stable value fund, Business and International Management, Portfolio composition, health care economics and organizations

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::75a57fea910f53dd0461a34e82fedbc8
https://doi.org/10.1080/10978520802084263

المؤلفون: Beatriz Vaz de Melo Mendes, Roger B. Nelsen, Eduardo F. L. de Melo

المصدر: Communications in Statistics - Simulation and Computation. 36:997-1017

مصطلحات موضوعية: Statistics and Probability, Weight function, Modeling and Simulation, Copula (linguistics), Statistics, Robust statistics, Estimator, M-estimator, Parametric family, Invariant estimator, Mathematics, Parametric statistics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d5c9b9e872368381d5ca2ecd843d73bf
https://doi.org/10.1080/03610910701539708

المؤلفون: César Neves, Eduardo F. L. de Melo, Thiago B. Duarte, Sergio Luis Franklin

المصدر: Economia Aplicada; v. 16 n. 2 (2012); 255-290
Economia Aplicada; Vol. 16 No. 2 (2012); 255-290
Economia Aplicada; Vol. 16 Núm. 2 (2012); 255-290
Economia Aplicada
Universidade de São Paulo (USP)
instacron:USP
Economia Aplicada, Vol 16, Iss 2 (2012)
Economia Aplicada, Volume: 16, Issue: 2, Pages: 255-290, Published: JUN 2012
Economia Aplicada, Vol 16, Iss 2, Pp 255-290 (2012)

مصطلحات موضوعية: Algoritmo genético, lcsh:HB71-74, Extrapolation, Extrapolação, lcsh:Economics as a science, Nelson e Siegel, lcsh:Economic history and conditions, Interpolation, Taxas de juros, Interest rates, Genetic algorithm, Estrutura a termo, lcsh:HC10-1085, Term structure, Svensson, General Economics, Econometrics and Finance, Humanities, Interpolação, Nelson and Siegel, Mathematics

وصف الملف: application/pdf; text/html

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eaec4e6736b29aa00f65ac3c4591493c
https://www.revistas.usp.br/ecoa/article/view/46201

المؤلفون: Beatriz V. M. Mendes, Eduardo F. L. de Melo, Roger B. Nelsen

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.dme.ufrj.br/beatrizvaz/disponibilizados/ROBCOP-Nelsen2601.pdf.

مصطلحات موضوعية: Robust estimation, Contaminated distributions, Empirical copula, Minimum Distance Estimators. The authors gratefully acknowledge Brazilian ¯nancial support from FAPE

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.324.264; http://www.dme.ufrj.br/beatrizvaz/disponibilizados/ROBCOP-Nelsen2601.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.324.264
http://www.dme.ufrj.br/beatrizvaz/disponibilizados/ROBCOP-Nelsen2601.pdf

المؤلفون: Eduardo F. L. De Melo

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.actuaries.org/AFIR/Colloquia/Rome2/deMelo.pdf.

مصطلحات موضوعية: Stochastic Mortality, Interest and Inflation rates

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.512.431; http://www.actuaries.org/AFIR/Colloquia/Rome2/deMelo.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.512.431
http://www.actuaries.org/AFIR/Colloquia/Rome2/deMelo.pdf

المؤلفون: Sergio Luis Franklin, César Neves, Eduardo F. L. de Melo

المصدر: Brazilian Review of Finance. 10:197

مصطلحات موضوعية: Actuarial science, Economics, General Medicine, Savings account, Valuation (finance)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::17feab72ebb66a7f58b305fae846a2a7
https://doi.org/10.12660/rbfin.v10n2.2012.3656

المؤلفون: Beatriz Vaz de Melo Mendes, Eduardo F. L. de Melo

المصدر: Brazilian Review of Finance. 7:29

مصطلحات موضوعية: Delta method, symbols.namesake, Autoregressive conditional heteroskedasticity, Gaussian, Maximum likelihood, Monte Carlo method, Copula (linguistics), Statistics, Econometrics, symbols, General Medicine, Value at risk, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d86dcb3d849b2756594c76b3d721eed4
https://doi.org/10.12660/rbfin.v7n1.2009.1426

المؤلفون: BEATRIZ V. M. MENDES, EDUARDO F. L. DE MELO

الاتاحة: http://www.worldscientific.com/doi/abs/10.1142/S0219024910005759

المؤلفون: Eduardo F. L. de Melo, Beatriz Vaz de Melo Mendes

Relation: http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/1426/793; http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/1426

الاتاحة: http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/1426/793
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/1426

المؤلفون: BEATRIZ V. M. MENDES, EDUARDO F. L. DE MELO

Relation: http://www.worldscinet.com/cgi-bin/details.cgi?type=pdf&id=pii:S0219024910005759; http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S0219024910005759

الاتاحة: http://www.worldscinet.com/cgi-bin/details.cgi?type=pdf&id=pii:S0219024910005759
http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S0219024910005759