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Lucas Lúcio Godeiro
(Lucas Lucio Godeiro)

Personal Details

First Name:Lucas
Middle Name:
Last Name:Godeiro
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RePEc Short-ID:pgo549
http://sig.ufersa.edu.br:8080/sigaa/public/docente/portal.jsf?siape=1994956
Antonio Campos Avenue 572, 59625-900, Mossoró-RN, Brazil
+55-84-3317-8555

Affiliation

(50%) Universidade Federal Rural do Semi-Árido (Federal Rural University of Semi-Arid)

http://www.ufersa.edu.br
Brazil,Mossoró/Rio Grande do Norte

(50%) Departamento de Economia
Centro de Ciências Socais Aplicadas
Universidade Federal da Paraíba

João Pessoa, Brazil
http://www.ccsa.ufpb.br/de/
RePEc:edi:ccufpbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lucas Lúcio Godeiro & Wallace Patrick Santos De Farias Souza & Ana Cláudia Annegues & João Frois Caldeira, 2016. "Seleção De Carteiras Com Retornos Serialmente Correlacionados: Uma Aplicação De Modelos Autoregressivos," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 128, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. 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.
  3. Lúcio Godeiro, Lucas, 2011. "Impact of calendar effects in the volatility of vale shares," MPRA Paper 45993, University Library of Munich, Germany.
  4. 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.

Articles

  1. Lucas L. Godeiro & Bruno Ferreira Frascaroli Cassio da Nobrega Besarria & Sinezio Fernandes Maia, 2017. "International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable?," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 6(4), pages 1-3.
  2. Lucas Lucio Godeiro, 2014. "Estimating the VaR of Brazilian stock portfolios via GARCH family models and via Monte Carlo Simulation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 4(4), pages 1-10.
  3. 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.
  4. Emanoel Marcio Nunes & Lucas Lucio Godeiro, 2013. "Impact of Food Acquisition Program in the Sertao-Apodi and Acu-Mossoro Territory from Brazil," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 3(6), pages 1-16.
  5. Lucas Lucio Godeiro, 2013. "Impact of Calendar Effects in the Volatility of Vale Shares," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 2(3), pages 1-1.

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