Beatriz Vaz de Melo Mendes

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Robust pair-copula based forecasts of realized volatility Applied Stochastic Models in Business and Industry	2024-07-10	Paper
Pricing participating inflation retirement funds through option modeling and copulas North American Actuarial Journal	2022-02-11	Paper
Assessing conditional extremal risk of flooding in Puerto Rico Stochastic Environmental Research and Risk Assessment	2019-05-03	Paper
The limiting copula of the two largest order statistics of independent and identically distributed samples Brazilian Journal of Probability and Statistics	2013-09-16	Paper
Local estimation of dynamic copula models International Journal of Theoretical and Applied Finance	2010-05-27	Paper
Data driven estimates for mixtures Computational Statistics and Data Analysis	2008-11-26	Paper
Robust Fits for Copula Models Communications in Statistics. Simulation and Computation	2008-01-16	Paper
Some remarks regarding Pitman closeness	2007-10-08	Paper
On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression The Annals of Statistics	2007-07-23	Paper
A Bayesian analysis of clusters of extreme losses Applied Stochastic Models in Business and Industry	2007-05-29	Paper
Copulas: A Review and Recent Developments Stochastic Models	2007-02-15	Paper
Asymmetric extreme interdependence in emerging equity markets Applied Stochastic Models in Business and Industry	2006-12-08	Paper
Improving financial risk assessment through dependency Statistical Modelling	2002-12-04	Paper
Assessing the bias of maximum likelihood estimates of contaminated garch models Journal of Statistical Computation and Simulation	2001-06-05	Paper
Interior point algorithm for LSAD and LMAD designs Computational Statistics	1999-09-14	Paper
scientific article; zbMATH DE number 1270014 (Why is no real title available?)	1999-07-05	Paper
scientific article; zbMATH DE number 850161 (Why is no real title available?)	1996-03-04	Paper

Research outcomes over time

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