Edimilson C. Lucas

Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration

Sao Paulo

Brazil

  • Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Estimation of VAR Using Copula and Extreme Value Theory

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Citation 7

Estimation of VAR Using Copula and Extreme Value Theory

Multinational Finance Journal, 2008, vol. 12, no. 3/4, pp. 205–218
Number of pages: 14 Posted: 15 Jun 2006 Last Revised: 19 Oct 2013
Luiz Koodi Hotta, Edimilson C. Lucas and Helder P. Palaro
University of Campinas (UNICAMP) - Department of Statistics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent
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Citation 2

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Conditional Copula, Risk Measures, Value at Risk, Extreme Value Theory

Estimation of VAR Using Copula and Extreme Value Theory

Multinational Finance Journal, Vol. 12, No. 3/4, p. 205-218, 2008
Number of pages: 14 Posted: 26 Jun 2015
Luiz Koodi Hotta, Edimilson C. Lucas and Helder P. Palaro
University of Campinas (UNICAMP) - Department of Statistics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent
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Citation 2

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conditional copula; risk measures; VaR, extreme value theory

2.

Influência Intradiária Do Preço Internacional Do Petróleo Nas Ações Da Petrobrás (Influence of Intraday International Oil Price in Petrobras’ Stocks)

Journal of Financial Innovation, Vol. 1, No.1, Abril 2015, pp. 4-17
Number of pages: 14 Posted: 22 Dec 2014
Danilo Santos, Edimilson C. Lucas, Vinicius Brunassi Silva and Bruno Medeiro
Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration, Fundação Escola de Comércio Álvares Penteado (FECAP) and Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration
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arbitragem, VAR, VEC, PETR4, SP1, CL1

3.

Gender Differences in Attitudes Towards Driving and Demand for Private Insurance: Evidence from Middle Class Drivers

Transportation Research Part F: Traffic Psychology and Behaviour, Vol. 47, p. 72-85, May 2017
DOI/10.1016/j.trf.2017.04.022
Posted: 11 May 2017
Edimilson C. Lucas, Wesley Mendes-Da-Silva and Angela C. Lyons
Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration, Getulio Vargas Foundation (FGV) - Finance, Accounting and Controllership Department of Fundação Getulio Vargas (São Paulo, Brazil) and University of Illinois at Urbana-Champaign

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Gender Differences, Risk Taking, Attitude towards Driving, Insurance, Traffic Safety, Behavioral Finance