Mar 20 2017 Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang   Extreme Risk Value and Dependence Structure of the China Securities Index 300   Abstract  Contact Information  Citation  Full Text  -  Note   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   Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Predicting the risk of global portfolios considering the non-linear dependence structures   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 14 2011 François Benhmad   Noise traders or Fundamentalists? A Wavelet approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result