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Marcelo Carvalho

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This is information that was supplied by Marcelo Carvalho in registering through RePEc. If you are Marcelo Carvalho , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marcelo
Middle Name:
Last Name: Carvalho
Suffix:

RePEc Short-ID: pca435

Email:
Homepage:
Postal Address:
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Affiliation

Department of Finance
Handelshögskolan i Stockholm
Location: Stockholm, Sweden
Homepage: http://www.hhs.se/df/
Email:
Phone: +46-8-736 90 00
Fax: +46-8-31 81 86
Postal: Box 6501, S-113 83 STOCKHOLM
Handle: RePEc:edi:dfhhsse (more details at EDIRC)

Works

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Working papers

  1. MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006. "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussão 530, Department of Economics PUC-Rio (Brazil).

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2006-12-01. Author is listed
  2. NEP-FOR: Forecasting (1) 2006-12-01. Author is listed
  3. NEP-MST: Market Microstructure (1) 2006-12-01. Author is listed
  4. NEP-RMG: Risk Management (1) 2006-12-01. Author is listed

Statistics

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Co-authorship network on CollEc

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