Aquiles Rocha de Farias : Citation Profile


Are you Aquiles Rocha de Farias?

Banco Central do Brasil (50% share)
IBMEC Business School - Distrito Federal (50% share)

4

H index

1

i10 index

72

Citations

RESEARCH PRODUCTION:

2

Articles

8

Papers

RESEARCH ACTIVITY:

   10 years (2002 - 2012). See details.
   Cites by year: 7
   Journals where Aquiles Rocha de Farias has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 4 (5.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa333
   Updated: 2021-09-18    RAS profile: 2013-02-23    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Aquiles Rocha de Farias.

Is cited by:

Fajardo, José (18)

Tabak, Benjamin (9)

ORNELAS, JOSE (7)

Nakane, Marcio (4)

Peñaloza, Rodrigo Andrés (4)

Alencar, Leonardo (3)

Minella, André (3)

Areosa, Waldyr (2)

Cajueiro, Daniel (2)

Araujo, Aloisio (2)

Goldfajn, Ilan (2)

Cites to:

Fajardo, José (13)

Pereira da Silva, Luiz Awazu (3)

ORNELAS, JOSE (3)

Agénor, Pierre-Richard (3)

Tabak, Benjamin (3)

Cajueiro, Daniel (2)

Alper, Koray (2)

Fazio, Dimas (2)

Carvalho, Fabia (2)

Alencar, Leonardo (2)

Pio Perez, Leonardo (1)

Main data


Where Aquiles Rocha de Farias has published?


Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Aquiles Rocha de Farias (2021 and 2020)


YearTitle of citing document
2020Tile test for back-testing risk evaluation. (2020). Zumbach, Gilles. In: Papers. RePEc:arx:papers:2007.12431.

Full description at Econpapers || Download paper

2021Aversión al riesgo implícita en los precios de mercado de diferentes activos financieros de Argentina. (2021). Pesce, Gabriela ; Milanesi, Gaston ; Chavez, Etelvina Stefani. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:8.

Full description at Econpapers || Download paper

Works by Aquiles Rocha de Farias:


YearTitleTypeCited
2012Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options In: Working Papers Series.
[Full Text][Citation analysis]
paper9
2012Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options.(2012) In: EBAPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2002Generalized Hyperbolic Distributions and Brazilian Data In: Working Papers Series.
[Full Text][Citation analysis]
paper47
2003Generalized Hyperbolic Distributions and Brazilian Data.(2003) In: Finance Lab Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2009Multivariate affine generalized hyperbolic distributions: An empirical investigation In: International Review of Financial Analysis.
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article3
2008Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation.(2008) In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Derivative pricing using multivariate affine generalized hyperbolic distributions In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
2003Goodness-of-fit Tests focus on VaR Estimation In: Finance Lab Working Papers.
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paper2
2003Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations In: Finance Lab Working Papers.
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paper4
2004Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates In: Finance Lab Working Papers.
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paper1

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