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Published Articles by Marcelo Brutti Righi
- Title: Crude Oil Market Dynamics through TVEC-Copula-DCC-GARCH Models: Improving the Variance Reduction of Hedging Strategies.
Authors: Alexander Souza Block, Marcelo Brutti Righi
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Modeling Non-Linear Dependence between Risk and Return in Latin Markets
Authors: Sergio Guilherme Schlender, Marcelo Brutti Righi, Paulo Sergio Ceretta
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Wavelet - Pair Copula Construction Inference for Financial Contagion
Authors: Marcelo Brutti Righi, Paulo Sergio Ceretta
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Published in WSEAS Transactions on Business and Economics, Volume 11, 2014 - Title: Time-Varying Behavior of Long-Run among Stock Markets in Western Europe
Authors: Paulo Sergio Ceretta, Marcelo Brutti Righi, Alexandre Silva Da Costa, Fernanda Maria Muller, Janaina Ottonelli
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Published in WSEAS Transactions on Business and Economics, Volume 11, 2014