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Leandro Santos da Costa
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Leandro Santos da Costa
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Leandro Santos da Costa
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1
[en] CONDITIONAL CAPM IN SPACE-STATE FORM WITH CONDITIONAL HETEROCEDASTIC DISTURBANCE: AN APPLICATION TO THE PERFORMANCE ANALYSIS OF THE BRAZILIAN EQUITY FUNDS
by
LEANDRO
SANTOS
DA
COSTA
Published 2016
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2
CONDITIONAL CAPM IN SPACE-STATE FORM WITH CONDITIONAL HETEROCEDASTIC DISTURBANCE: AN APPLICATION TO THE PERFORMANCE ANALYSIS OF THE BRAZILIAN EQUITY FUNDS
by
LEANDRO
SANTOS
DA
COSTA
Published 2016
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3
Conditional pricing model with heteroscedasticity: Evaluation of Brazilian funds
by
Leandro
Santos
da
Costa
,
Frances Fischberg Blank
,
Fernando Luiz Cyrino Oliveira
,
Cristian Enrique Muñoz Villalobos
Published 2019-08-01
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