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Breno Pinheiro Neri

Personal Details

First Name:Breno
Middle Name:Pinheiro
Last Name:Neri
Suffix:
RePEc Short-ID:pne79
http://homepages.nyu.edu/~bpn207
Department of Economics - New York University 19 West 4th Street, 6th Floor New York, NY - 10012
(+1 212) 998-8990

Affiliation

(in no particular order)

Department of Economics
New York University (NYU)

New York City, New York (United States)
http://econ.as.nyu.edu

(212) 998-8900
(212) 995-4186
269 Mercer Street 7th Floor, New York, NY 10003
RePEc:edi:denyuus (more details at EDIRC)

FGV/EPGE Escola Brasileira de Economia e Finanças (FGV/EPGE Brazilian School of Economics and Finance)
Fundação Getulio Vargas (FGV) (Getulio Vargas Foundation)

Rio de Janeiro, Brazil
http://epge.fgv.br/

55-21-2559-5871
55-21-2553-8821
Praia de Botafogo 190, sala 1100, Rio de Janeiro/RJ - CEP: 22253-900
RePEc:edi:epgvfbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.

Articles

  1. Marcelo Fernandes & Breno Neri, 2010. "Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 276-306.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.

    Cited by:

    1. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
    2. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2006. "Testing covariance stationarity," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 632, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    3. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's Major Trading Partners across the GFC," Tinbergen Institute Discussion Papers 14-106/III, Tinbergen Institute.
    4. Allen, D.E. & McAleer, M.J. & Amram, R., 2011. "Volatility Spillovers from the Chinese Stock Market to Economic Neighbours," Econometric Institute Research Papers EI 2011-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2012. "Volatility Spillovers from the US to Australia and China across the GFC," Documentos de Trabajo del ICAE 2012-30, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    6. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 631, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    7. Aymen BEN REJEB & Ousama BEN SALHA & Jaleleddine BEN REJEB, 2012. "Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 110-125.

Articles

  1. Marcelo Fernandes & Breno Neri, 2010. "Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 276-306.

    Cited by:

    1. Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012. "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 369-384.
    2. Atanu Biswas & Maria Carmen Pardo & Apratim Guha, 2014. "Auto-association measures for stationary time series of categorical data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 487-514, September.
    3. Simone Giannerini & Eefandiar Maasoumi & Estela Bee Dagum, 2013. "Entropy Testing for Nonlinearity in Time Series," Emory Economics 1307, Department of Economics, Emory University (Atlanta).
    4. Paulo Ferreira & Andreia Dion'isio & S. M. S. Movahed, 2015. "Assessment of 48 Stock markets using adaptive multifractal approach," Papers 1502.05603, arXiv.org, revised Jul 2017.
    5. Paulo Ferreira & Andreia Dionísio, 2014. "Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," Applied Financial Economics, Taylor & Francis Journals, vol. 24(5), pages 319-331, March.
    6. George Kapetanios, 2007. "A Test for Serial Dependence Using Neural Networks," Working Papers 609, Queen Mary University of London, School of Economics and Finance.
    7. Paulo Ferreira, 2012. "Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," CEFAGE-UE Working Papers 2012_24, University of Evora, CEFAGE-UE (Portugal).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (2) 2006-07-15 2006-12-01
  2. NEP-RMG: Risk Management (2) 2006-07-15 2006-12-01
  3. NEP-FMK: Financial Markets (1) 2006-07-15

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