3
H index
2
i10 index
75
Citations
Osvaldo Candido : Citation Profile
Universidade Católica de Brasilia | RESEARCH PRODUCTION: 22 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2005 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Osvaldo Candido. | Is cited by:
| Cites to:
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Main data
Where Osvaldo Candido has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Studies | 4 |
| International Journal of Economics and Finance | 3 |
| Brazilian Review of Finance | 2 |
Recent works citing Osvaldo Candido (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior. (2023). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2307.11012. Full description at Econpapers || Download paper |
| 2024 | Robust portfolio selection with subjective risk aversion under dependence uncertainty. (2024). Li, Yuhan ; Su, Xiaoshan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000233. Full description at Econpapers || Download paper |
| 2023 | A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177. Full description at Econpapers || Download paper |
| 2024 | Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). Ng, Kooi Huat ; Koh, You Beng ; de Khoo, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378. Full description at Econpapers || Download paper |
| 2023 | The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402. Full description at Econpapers || Download paper |
| 2023 | A pairs trading strategy based on mixed copulas. (2023). Caldeira, Joo F ; Ziegelmann, Flavio A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:16-34. Full description at Econpapers || Download paper |
| 2024 | Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014. Full description at Econpapers || Download paper |
| 2023 | COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089. Full description at Econpapers || Download paper |
| 2023 | Dependence Modelling of Lifetimes in Egyptian Families. (2023). Khalil, Dalia ; Constantinescu, Corina ; Hana, Waleed ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:18-:d:1032194. Full description at Econpapers || Download paper |
| 2023 | A Novel Financial Forecasting Approach Using Deep Learning Framework. (2023). Santur, Yunus. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-023-10403-5. Full description at Econpapers || Download paper |
Works by Osvaldo Candido:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | TRANSMISSÃO DE PREÇOS NO MERCADO INTERNACIONAL DA SOJA: UMA ABORDAGEM PELOS MODELOS ARMAX E VAR In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Accuracy of policy function approximations for strongly concave recursive problems In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2019 | Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR) In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Dynamic D-Vine copula model with applications to Value-at-Risk (VaR).(2016) In: Textos para discussão. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | What does Google say about credit developments in Brazil? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Forecasting risk measures using intraday and overnight information In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Modeling dependence dynamics through copulas with regime switching In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 44 |
| 2017 | Modeling stochastic frontier based on vine copulas In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2014 | Assessing some stylized facts about financial market indexes: a Markov copula approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2020 | Assessing Brazilian electric power transmission auctions In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2017 | Inflation, interest rate and output gap in the US economy: a vine copula modeling In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2014 | Assessing some stylized facts about financial market indexes: a Markov copula approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2012 | A dynamic model of education level choice: Application to brazilian states In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2017 | Goodness-of-Fit versus Significance: A CAPM Selection with Dynamic Betas Applied to the Brazilian Stock Market In: IJFS. [Full Text][Citation analysis] | article | 2 |
| 2019 | Marginal Effect of Direct Tax on Profits: A Study on the Taxation of the Finance Industry in Brazil In: International Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | A Comparison Study of Copula Models for Europea Financial Index Returns In: International Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Assessing the Human Capital Emergence, Performance and Effectiveness in a Brazilian Retail Bank In: International Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | School Effect and Student Performance: a Latin American Assessment from PISA In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2021 | Private or Public Enterprises? Cost Inefficiency Limits - An Application to Water Supply Companies in Brazil In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) In: Quantitative Finance. [Full Text][Citation analysis] | article | 17 |
| 2021 | REGULARIZATION METHODS FOR ESTIMATING A MULTI-FACTOR CORPORATE BOND PRICING MODEL: AN APPLICATION FOR BRAZIL In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team