Notes, Comments and Preliminary results Jan 26 2016 Marcelo Brutti Righi and Paulo Sergio Ceretta   On the existence of an optimal estimation window for risk measures   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 16 2014 Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta   Decomposing the bid-ask spread in the Brazilian market: an intraday framework   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller   A 10 min tick volatility analysis between the Ibovespa and the S&P500   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 18 2013 Marcelo Brutti Righi and Paulo Sergio Ceretta   Pair Copula Construction based Expected Shortfall estimation   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Copula based Dynamic Hedging Strategy with Futures   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller   Quantiles autocorrelation in stock markets returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Predicting the risk of global portfolios considering the non-linear dependence structures   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 14 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta   Extreme values dependence of risk in Latin American markets   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta   Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach   Abstract  Contact Information  Citation  Full Text  -  Note