Concepedia

Helder P. Palaro

HP

Statistics

Publications

7

Citations

284

H-Index

7

Active since

2004

Affiliations

Universidade Estadual de Campinas (UNICAMP)(Current)

Helder P. Palaro is an author at Universidade Estadual de Campinas (UNICAMP) specializing in financial economics, business, and finance.

Publications per year

2004–2021

7

Publications

7

Using Conditional Copula to Estimate Value at Risk

Helder P. Palaro, Luiz Koodi Hotta · Journal of Data Science · 2021 · 110 citations · Full text

Business, Finance, Risk Management +17

Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication

Harry M. Kat, Helder P. Palaro · SSRN Electronic Journal · 2005 · 71 citations · Full text

Business, Economics, Finance +15

Using Conditional Copula to Estimate Value at Risk

Helder P. Palaro, Luiz Koodi Hotta · SSRN Electronic Journal · 2004 · 26 citations · Full text

Business, Finance, Risk Management +17

Estimation of VaR Using Copula and Extreme Value Theory

Luiz Koodi Hotta, Edimilson Costa Lucas, Helder P. Palaro · RePEc: Research Papers in Economics · 2016 · 26 citations · Full text

Business, Economics, Finance +17

Hedge Fund Returns

Harry M. Kat, Helder P. Palaro · The journal of wealth management · 2005 · 25 citations

Business, Economics, Finance +13

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