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Paulo Sergio Ceretta
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 1
Top Topics
Risk Neutral
Medium Term
Forecasting Model
Monte Carlo Simulation
Top Venues
Expert Syst. Appl.
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Publications
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Marcelo Brutti Righi
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Paulo Sergio Ceretta
Forecasting Value at Risk and Expected Shortfall based on serial pair-copula constructions.
Expert Syst. Appl.
42 (17-18) (2015)