Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Marcela De Marillac Carvalho"'
Publikováno v:
Semina: Ciências Exatas e Tecnológicas, Vol 43, Iss 2 (2022)
Models for count data which are temporally correlated have been studied using many conditional distributions, such as the Poisson distribution, and the insertion of different dependence structures. Nonetheless, excess of zeros and over dispersion may
Externí odkaz:
https://doaj.org/article/d9841bc907fb457b88d81aa232944e45
Volatilidade de dados intradiários: comportamento multiescala do Ibovespa frente à pandemia COVID-19
Publikováno v:
Semina: Ciências Exatas e Tecnológicas, Vol 42, Iss 1Supl, Pp 25-34 (2021)
Em mercados financeiros, a modelagem da volatilidade vem sendo uma estratégia muito utilizada por refletir as incertezas sobre as variações dos preços dos ativos. Incorporando peculiaridades de séries financeiras, este estudo estimou a volatilid
Externí odkaz:
https://doaj.org/article/b2b3a842aa814dde9a5c346e261df0f4
Autor:
Luiz Otávio de Oliveira Pala, Marcela de Marillac Carvalho, Paulo Henrique Sales Guimarães, Thelma Sáfadi
Publikováno v:
Semina: Ciências Exatas e Tecnológicas, Vol 41, Iss 1, Pp 79-86 (2020)
Com as mudanças nos padrões de risco, novos produtos de seguros são disponibilizados no mercado, atendendo as demandas do consumidor. Consequentemente, os modelos de precificação são reestruturados de modo a gerenciar os níveis de risco e esta
Externí odkaz:
https://doaj.org/article/4d7e8acf910d45209ee8fc7634f19775
Publikováno v:
Semina: Ciências Exatas e Tecnológicas. 43:147-160
Models for count data which are temporally correlated have been studied using many conditional distributions, such as the Poisson distribution, and the insertion of different dependence structures. Nonetheless, excess of zeros and over dispersion may
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1ff0c2fd3cc1bed016cb36e8fb5047b
https://doi.org/10.5433/1679-0375.2022v43n2p147
https://doi.org/10.5433/1679-0375.2022v43n2p147
Publikováno v:
Brazilian Journal of Biometrics. 40
Risk and exposure factors are important features to be considered, providing financial and actuarial information for the insurer. Pricing methods aresupported by the mutualism theory, ensuring a level of indemnity and expected cost, making possible t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1edfd4d559f1d803314938910b4b706a
https://doi.org/10.28951/bjb.v40i3.555
https://doi.org/10.28951/bjb.v40i3.555
Publikováno v:
J Appl Stat
Risk management of stock portfolios is a fundamental problem for the financial analysis since it indicates the potential losses of an investment at any given time. The objective of this study is to use bivariate static conditional copulas to quantify
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eaa25de47f3d97800d1c7ca43070e2ba
https://pubmed.ncbi.nlm.nih.gov/35707117
https://pubmed.ncbi.nlm.nih.gov/35707117
Autor:
Thelma Sáfadi, Gabriel Rodrigo Gomes Pessanha, Marcela de Marillac Carvalho, Luiz Otávio de Oliveira Pala
Publikováno v:
SN Business & Economics
The multivariate dependence plays an important role in financial instrument management. Due to the inherent characteristics in the financial market, such as heavy tails in the returns unconditional distribution and asymmetry between gain and loss, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2cf23905087db1255840a9ec136da098
https://pubmed.ncbi.nlm.nih.gov/34778832
https://pubmed.ncbi.nlm.nih.gov/34778832
Publikováno v:
Semina: Ciências Exatas e Tecnológicas. 42:25
In financial markets, volatility modeling has been a strategy widely used because it reflects uncertainties about changes in asset prices. Incorporating peculiarities of financial series, this study estimated the volatility for the intraday index of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::221e93974120fef0352860286c7d6220
https://doi.org/10.5433/1679-0375.2021v42n1suplp25
https://doi.org/10.5433/1679-0375.2021v42n1suplp25
Autor:
Marcela de Marillac Carvalho, Paulo Henrique Sales Guimarães, Thelma Sáfadi, Luiz Otávio de Oliveira Pala
Publikováno v:
Semina: Ciências Exatas e Tecnológicas, Vol 41, Iss 1, Pp 79-86 (2020)
Com as mudanças nos padrões de risco, novos produtos de seguros são disponibilizados no mercado, atendendo as demandas do consumidor. Consequentemente, os modelos de precificação são reestruturados de modo a gerenciar os níveis de risco e esta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78451d9c523c6409561e52ebe5f17f10
https://doi.org/10.5433/1679-0375.2020v41n1p79
https://doi.org/10.5433/1679-0375.2020v41n1p79