Beatriz Vaz de Melo Mendes

Measuring financial risks with copulas

Beatriz Vaz de Melo Mendes, Rafael Martins de Souza · International Review of Financial Analysis · 2004 · 107 citations

Financial Risk Management, Risk Management, Management +8

Pair-copulas modeling in finance

Beatriz Vaz de Melo Mendes, Mariângela Mendes Semeraro, Ricardo Pereira Câmara Leal · Financial markets and portfolio management · 2010 · 60 citations

Economics, Computational Finance, Pair-copulas Modeling +6

Asymmetric extreme interdependence in emerging equity markets

Beatriz Vaz de Melo Mendes · Applied Stochastic Models in Business and Industry · 2005 · 43 citations

Empirical Finance, Volatility Modeling, Asymmetric Extreme Interdependence +19

Implementing and testing the Maximum Drawdown at Risk

Beatriz Vaz de Melo Mendes, Rafael Coelho Lavrado · Finance research letters · 2017 · 37 citations

Engineering, Software Testing, Risk Management +9

Data driven estimates for mixtures

Beatriz Vaz de Melo Mendes, Hedibert F. Lopes · Computational Statistics & Data Analysis · 2004 · 36 citations

Mixture Distribution, Engineering, Density Estimation +5