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Beatriz V.M. Mendes

Instituto Nacional de Matemática Pura e Aplicada BR

14
Publications
336
Citations
7
H-Index
6
i10-Index
0
2yr Mean Cite
True
Cite/Paper
Data combined from OpenAlex . OA = OpenAlex S2 = Semantic Scholar
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Publication & Citation Trends

Publications

14 total

Time Series Analysis of Dengue Incidence in Rio de Janeiro, Brazil PDF

Paula M. Luz, Beatriz V.M. Mendes, Cláudia Torres Codeço, Claúdio J. Struchiner, Alison P. Galvani - American Journal of Tropical Medicine and Hygiene, 2008
Cited by 205 OpenAlex

Robust Fits for Copula Models PDF

Beatriz V.M. Mendes, Eduardo F. L. de Melo, Roger B. Nelsen - Communications in Statistics - Simulation and Computation, 2007
Cited by 35 OpenAlex

Clustering in emerging equity markets

Beatriz V.M. Mendes, Ricardo Pereira Câmara Leal, André Carvalhal - Emerging Markets Review, 2007
Cited by 11 OpenAlex

Value-at-risk and Extreme Returns in Asian Stock Markets PDF

André Carvalhal, Beatriz V.M. Mendes - SSRN Electronic Journal, 2003
Cited by 42 OpenAlex

Maximum Drawdown: Models and Applications PDF

Beatriz V.M. Mendes, Ricardo Pereira Câmara Leal - SSRN Electronic Journal, 2003
Cited by 13 OpenAlex

Robust Modeling of Multivariate Financial Data PDF

Beatriz V.M. Mendes, Ricardo Pereira Câmara Leal - SSRN Electronic Journal, 2003
Cited by 10 OpenAlex

Improving financial risk assessment through dependency

Beatriz V.M. Mendes, A. Moretti - Statistical Modelling, 2002
Cited by 9 OpenAlex

Research Topics

Financial Risk and Volatility Modeling (10) Market Dynamics and Volatility (6) Complex Systems and Time Series Analysis (5) Monetary Policy and Economic Impact (2) Statistical Methods and Inference (2)

Affiliations

Universidade Federal do Rio de Janeiro
BR 2010 - 2002
Instituto Nacional de Matemática Pura e Aplicada
BR 2011 - 2003
Institute of Mathematical Sciences
ES 2005 - 2005
Fundação Oswaldo Cruz
BR 2008 - 2008

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