Fernanda

Universidade Federal de Santa Maria

Graduate Student of Business Management

Santa Maria

Brazil

SCHOLARLY PAPERS

1

DOWNLOADS

43

CITATIONS

0

Scholarly Papers (1)

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, Universidade Federal de Santa Maria, Universidade Federal de Santa Maria and Federal University of Rio Grande do Sul
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Abstract:

Emerging Markets, ICAPM, Copula-DCC-GARCH