Search Results - "Silva Filho, Osvaldo Candido da"

Modeling dependence dynamics through copulas with regime switching by Silva Filho, Osvaldo Candido da, Ziegelmann, Flavio Augusto, Dueker, Michael J.

“…Measuring dynamic dependence between international financial markets has recently attracted great interest in financial econometrics because the observed…”
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Assessing some stylized facts about financial market indexes: a Markov copula approach by Candido Silva Filho, Osvaldo, Augusto Ziegelmann, Flavio

“…Purpose – The aim of this paper is to measure and evaluate the relationship between returns-volatility and trading volume and returns and volatility of…”
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Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks by Osvaldo Cândido da Silva Filho, Luciano da Costa Silva, Bruno Ferreira Frascaroli

“…To minimize the consequences of asymmetric information, the sovereign risk ratings are instruments that constitute a key piece in the determination of credit…”
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Os Ratings de Risco Soberano e os Fundamentos Macroeconômicos dos Países: Um Estudo Utilizando Redes Neurais Artificiais by Frascaroli, Bruno Ferreira, Silva, Luciano da Costa, Silva Filho, Osvaldo Cândido da

“…Para mitigar as consequências da assimetria de informacões, os ratings de risco soberano são instrumentos que constituem peça chave para determinar as…”
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