Beatriz Vaz de Melo Mendes

Available identifiers

Publication	Date of Publication	Type
Robust pair-copula based forecasts of realized volatility	2024-07-10	Paper
Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas	2022-02-11	Paper
Assessing conditional extremal risk of flooding in Puerto Rico	2019-05-03	Paper
The limiting copula of the two largest order statistics of independent and identically distributed samples	2013-09-16	Paper
Local estimation of dynamic copula models	2010-05-27	Paper
Data driven estimates for mixtures	2008-11-26	Paper
Robust Fits for Copula Models	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	2007-07-23	Paper
A Bayesian analysis of clusters of extreme losses	2007-05-29	Paper
Copulas: A Review and Recent Developments	2007-02-15	Paper
Asymmetric extreme interdependence in emerging equity markets	2006-12-08	Paper
Improving financial risk assessment through dependency	2002-12-04	Paper
Assessing the bias of maximum likelihood estimates of contaminated garch models	2001-06-05	Paper
Interior point algorithm for LSAD and LMAD designs	1999-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4236686	1999-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q4866177	1996-03-04	Paper

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