Fernanda Maria Müller

Federal University of Rio Grande do Sul

PhD Student

Washington Luiz, 855

Porto Alegre, 90010-460

Brazil

SCHOLARLY PAPERS

2

DOWNLOADS

86

CITATIONS

0

Scholarly Papers (2)

1.

Emerging Market Return Pricing: An Intertemporal and Interquantile Approach

Engineering Economics, v. 25, i. 4, pp. 387-394, 2014.
Number of pages: 14 Posted: 03 Dec 2012 Last Revised: 23 Jan 2015
Federal University of Santa Maria, Federal University of Rio Grande do Sul, Universidade Federal de Santa Maria and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 30 (345,634)

Abstract:

Emerging Markets, ICAPM, Copula-DCC-GARCH

2.

Numerical Comparison of Multivariate Models to Forecasting Risk Measures

Number of pages: 32 Posted: 29 Apr 2017 Last Revised: 12 Oct 2017
Fernanda Maria Müller and Marcelo Brutti Righi
Federal University of Rio Grande do Sul and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 0 (365,235)

Abstract:

Risk measures, DCC-GARCH, copulas, model risk, Monte Carlo simulation.