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Aquiles Farias
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Cited by
Year
A survey of research on retail central bank digital currency
MJ Kiff, J Alwazir, S Davidovic, A Farias, MA Khan, MT Khiaonarong, ...
International Monetary Fund, 2020
2042020
Powering the digital economy: opportunities and risks of artificial intelligence in finance
EB Boukherouaa, MG Shabsigh, K AlAjmi, J Deodoro, A Farias, ...
International Monetary Fund, 2021
652021
Generalized hyperbolic distributions and Brazilian data
J Fajardo, A Farias
Banco Central do Brasil Working Paper, 2002
592002
Estimating risk aversion, risk-neutral and real-world densities using Brazilian Real currency options
J Fajardo, JRH Ornelas, AR Farias
Economia Aplicada 16, 567-577, 2012
242012
Analyzing the use of generalized hyperbolic distributions to value at risk calculations
J Fajardo, A Farias, JRH Ornelas
Brazilian Journal of Applied Economics 9 (1), 25-38, 2005
212005
Multivariate affine generalized hyperbolic distributions: an empirical investigation
J Fajardo, A Farias
International Review of Financial Analysis 18 (4), 174-184, 2009
192009
Derivative pricing using multivariate affine generalized hyperbolic distributions
J Fajardo, A Farias
Journal of Banking & Finance 34 (7), 1607-1617, 2010
152010
Finanças e Sistema Financeiro Nacional para Concurso: Questões Resolvidas de Concursos do Banco Central, Tesouro Nacional, BNDES, CVM, CEF e BB, dentre outros
A FARIAS, JRH ORNELAS
São Paulo: Atlas, 2015
142015
Manipulation-proof performance evaluation of Brazilian fixed income and multimarket funds
JRH Ornelas, A Farias, AFA Silva Jr
Available at SSRN 1162735, 2008
142008
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options
JRH Ornelas, J Fajardo, A Farias
Risk-Neutral and Real-World Densities Using Brazilian Real Currency Options …, 2011
72011
O Turismo e a Economia Brasileira: uma discussão da matriz de insumo-produto
FS Camargo, M Takasago, JJM Guilhoto, AR Farias, D Imori, MLR Mollo, ...
62008
Goodness-of-fit Tests Focus on Value-at-Risk Estimation
JSF Barbachan, JRH Ornelas, AR de Farias
Brazilian Review of Econometrics 26 (2), 309-326, 2006
62006
Accounting for skewness in performance evaluation of brazilian mutual funds
A Farias, JRH Ornelas, AFA Silva Jr
Banking and Finance Review 1, 119-132, 2009
52009
A Goodness-of-fit test with focus on conditional value at risk
J Fajardo, A Farias, JRH Ornelas
Brazilian Finance Review 6 (2), 139-155, 2008
52008
Tourism and economic development in Brazil
JA Divino, A Farias, M Takasago, VK Teles
Unpublished paper. Centro de Excelencia em Turismo. University of Brasilia, 2007
52007
Goodness-of-fit tests focus on Value-at-Risk estimation
J Fajardo, A Farias, JRH Ornelas
Brazilian Review of Econometrics 26 (2), 309-326, 2006
52006
A survey of research on retail central bank digital currency, 2020
J Kiff, J Alwazir, S Davidovic, A Farias, A Khan, T Khiaonarong, M Malaika, ...
View at: Publisher Site, 2020
42020
Tourism and the Brazilian Economy: an analysis of the input output matrix
AR de Farias, M Takasago, FS de Camargo, JJM Guilhoto, D Imori, ...
Enzo Paci Paper on Measuring the Economic Significance on Tourism 6, 277-291, 2009
32009
O Turismo E a Economia Brasileira: Uma Discussão Da Matriz De Insumo-Produto (Tourism and the Brazilian Economy: A Discussion About the Input-Output Matrix
F da Cunha, M Takasago, J Guilhoto, A Rocha De Farias, D Imori, ...
14º Congresso da APDR, Tomar, Portugal, 2008
22008
Analyzing the use of generalized hyperbolic distributions to value at risk calculations
J Santiago, F Barbachan, AR de Farias, JRH Ornelas
working paper, 2002, Banco Central do Brasil, 0
2
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Articles 1–20