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Apr 18 2013 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Pair Copula Construction based Expected Shortfall estimation
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Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Copula based Dynamic Hedging Strategy with Futures
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Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach
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Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Predicting the risk of global portfolios considering the non-linear dependence structures
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Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis
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Oct 14 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Extreme values dependence of risk in Latin American markets
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Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta
  Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach
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