Personal Details
First Name: Jose
Middle Name: Renato Haas
Last Name: Ornelas
Suffix:
RePEc Short-ID: por69
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Homepage:
http://www.joseornelas.com
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Affiliation
(in no particular order)
Works
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Working papers
- Barbara Alemanni & José Renato Haas Ornelas, 2008.
"Behavior and Effects of Equity Foreign Investors on Emerging Markets,"
Working Papers Series
159, Central Bank of Brazil, Research Department.
[Downloadable!]
- Barbara Alemanni & José Renato Haas Ornelas, 2006.
"Herding Behavior by Equity Foreign Investors on Emerging Markets,"
Working Papers Series
125, Central Bank of Brazil, Research Department.
[Downloadable!]
- Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004.
"Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates,"
Finance Lab Working Papers
flwp_70, Finance Lab, Ibmec São Paulo.
[Downloadable!]
- Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003.
"Goodness-of-fit Tests focus on VaR Estimation,"
Finance Lab Working Papers
flwp_55, Finance Lab, Ibmec São Paulo.
[Downloadable!]
- Fajardo, J. & Farias, A. R. & Ornelas, J. R. H., 2003.
"Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations,"
Finance Lab Working Papers
flwp_58, Finance Lab, Ibmec São Paulo.
[Downloadable!]
NEP Fields
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CWA: Central & Western Asia (1) 2007-06-02 Author is listed
- NEP-ECM: Econometrics (2) 2003-10-20 2003-10-20 Author is listed
- NEP-ETS: Econometric Time Series (1) 2003-10-20 Author is listed
- NEP-FIN: Finance (2) 2003-10-20 2003-10-20 Author is listed
- NEP-RMG: Risk Management (2) 2003-10-20 2003-10-20 Author is listed
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