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Lucas Lúcio Godeiro

This is information that was supplied by Lucas Godeiro in registering through RePEc. If you are Lucas Lúcio Godeiro, 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:Lucas
Middle Name:Lúcio
Last Name:Godeiro
RePEc Short-ID:pgo549
Antonio Campos Avenue 572, 59625-900, Mossoró-RN, Brazil
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  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 Pósgraduação 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.
  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.
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. No paper was announced in a field specific NEP report
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