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Santos, Andre A. P.
 SSRN Author Rank: 17,393 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
1,260		 Total
Citations
9
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
491
(26,083) 		5
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
259
(57,215) 		 
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
255
(57,930) 		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
146
(100,312) 		1
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
109
(128,048) 		1

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