Paulo Araújo Santos

Publication Activity (10 Years)

Years Active: 2008-2013
Publications (10 Years): 0

Top Topics

Evaluation Methods

Portfolio Optimization

Top Venues

Math. Comput. Simul.

Comput. Stat. Data Anal.

Publications

Paulo Araújo Santos, M. Isabel Fraga Alves
Forecasting Value-at-Risk with a duration-based POT method. Math. Comput. Simul. 94 (2013)
Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos
GFC-robust risk management under the Basel Accord using extreme value methodologies. Math. Comput. Simul. 94 (2013)
Paulo Araújo Santos, M. Isabel Fraga Alves
A new class of independence tests for interval forecasts evaluation. Comput. Stat. Data Anal. 56 (11) (2012)
M. Ivette Gomes, M. Isabel Fraga Alves, Paulo Araújo Santos
PORT Hill and Moment Estimators for Heavy-Tailed Models. Commun. Stat. Simul. Comput. 37 (7) (2008)