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Marcelo Carvalho

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
RePEc Short-ID:pca435
The above email address does not seem to be valid anymore. Please ask Marcelo Carvalho to update the entry or send us the correct address. Thank you.
Stockholm, Sweden

: +46-8-736 90 00
+46-8-31 81 86
Box 6501, S-113 83 STOCKHOLM
RePEc:edi:dfhhsse (more details at EDIRC)
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  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).
  1. Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza, 2006. "Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(1), pages 55-77.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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-ETS: Econometric Time Series (1) 2006-12-01
  2. NEP-FOR: Forecasting (1) 2006-12-01
  3. NEP-MST: Market Microstructure (1) 2006-12-01
  4. NEP-RMG: Risk Management (1) 2006-12-01

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