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Santos, Andre A. P.


 SSRN Author Rank: 14,927 by Downloads
 

Universidade Federal de Santa Catarina (UFSC) - Department of Economics


 PO Box 476
 Florianopolis, SC 88010-970
 Brazil
 HOME PAGE: http://https://sites.google.com/site/andreportela
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. Santos, Andre A. P.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,775
Total
Citations
12
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Gil-Bazo, Javier
Universitat Pompeu Fabra
Ruiz-Verdú, Pablo
Universidad Carlos III de Madrid
Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Posted:
26 Nov 08
598
(24,101)
6

2.  
Caldeira, João
Universidade Federal do Rio Grande do Sul (UFRGS)
Moura, Guilherme V.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Posted:
07 Jun 12
Last Revised:
11 Mar 13
384
(42,807)
 

3.  
Optimal Portfolios with Minimum Capital Requirements | Show Abstract | Download |
Journal of Banking and Finance, Vol. 36, No. 7, 2012
Accepted Paper Series
Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Nogales, Francisco J.
Universidad Carlos III de Madrid - Department of Statistics
Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
04 May 10
Last Revised:
17 Jul 12
273
(63,892)
2

4.  
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk | Show Abstract | Download |
Journal of Financial Econometrics, Forthcoming
Accepted Paper Series
Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Nogales, Francisco J.
Universidad Carlos III de Madrid - Department of Statistics
Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Posted:
17 Jul 12
Last Revised:
18 Aug 13
168
(104,284)
3

5.  
Dynamic Factor Multivariate GARCH Model | Show Abstract | Download |
Forthcoming, Computational Statistics and Data Analysis
Accepted Paper Series
Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Moura, Guilherme V.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Posted:
17 Jul 12
Last Revised:
09 Oct 12
160
(109,056)
1

6.  
Caldeira, João
Universidade Federal do Rio Grande do Sul (UFRGS)
Moura, Guilherme V.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Posted:
18 Aug 13
132
(128,632)
 

7.  
Caldeira, João
Universidade Federal do Rio Grande do Sul (UFRGS)
Moura, Guilherme V.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Posted:
18 Aug 13
60
(214,556)
 


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