Notes, Comments and Preliminary results Jan 26 2016 Marcelo Brutti Righi and Paulo Sergio Ceretta   On the existence of an optimal estimation window for risk measures   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 16 2014 Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta   Decomposing the bid-ask spread in the Brazilian market: an intraday framework   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller   A 10 min tick volatility analysis between the Ibovespa and the S&P500   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 18 2013 Marcelo Brutti Righi and Paulo Sergio Ceretta   Pair Copula Construction based Expected Shortfall estimation   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Copula based Dynamic Hedging Strategy with Futures   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller   Quantiles autocorrelation in stock markets returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result