4
H index
2
i10 index
75
Citations
Aquiles Rocha de Farias : Citation Profile
Banco Central do Brasil (50% share) | RESEARCH PRODUCTION: 2 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2002 - 2012). 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:
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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 Department | 2 |
Recent works citing Aquiles Rocha de Farias (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | A City of God: Afterlife Beliefs and Job Support in Brazil. (2022). Vaziri, M ; Roerig, C ; Rauh, C ; Iyer, S ; Cavalcanti, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2268. Full description at Econpapers || Download paper |
| 2022 | Portfolio optimization under multivariate affine generalized hyperbolic distributions. (2022). Tan, Ken Seng ; Li, Bin ; Liu, Kai ; Wang, Chou-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:49-66. Full description at Econpapers || Download paper |
| 2021 | Aversión 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options In: Working Papers Series. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Estimating 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: 10 | paper | |
| 2002 | Generalized Hyperbolic Distributions and Brazilian Data. In: Working Papers Series. [Full Text][Citation analysis] | paper | 47 |
| 2003 | Generalized Hyperbolic Distributions and Brazilian Data.(2003) In: Finance Lab Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2009 | Multivariate affine generalized hyperbolic distributions: An empirical investigation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2008 | Multivariate 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: 4 | paper | |
| 2010 | Derivative pricing using multivariate affine generalized hyperbolic distributions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2003 | Goodness-of-fit Tests focus on VaR Estimation In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team