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Lucas Lúcio Godeiro


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Personal Details

First Name: Lucas
Middle Name: Lúcio
Last Name: Godeiro

RePEc Short-ID: pgo549

Postal Address: Antonio Campos Avenue 572, 59625-900, Mossoró-RN, Brazil
Phone: +55-84-3317-8555


Universidade Federal Rural do Semi-Árido (Federal Rural University of Semi-Arid)
Location: Brazil,Mossoró/Rio Grande do Norte


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Working papers

  1. Lúcio Godeiro, Lucas, 2012. "Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo
    [Estimating the VaR (Value-at-Risk) of portfolios via GARCH family models and via Monte Carl
    ," MPRA Paper 45146, University Library of Munich, Germany.
  2. Lúcio Godeiro, Lucas, 2011. "Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais
    [Forecasts for the Brazilian Exports in 2011 using structural models]
    ," MPRA Paper 45182, University Library of Munich, Germany.
  3. Lúcio Godeiro, Lucas, 2011. "Impact of calendar effects in the volatility of vale shares," MPRA Paper 45993, University Library of Munich, Germany.


  1. Lucas Lucio Godeiro, 2013. "Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 253-275.


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