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Autor

Nome:
Aurea Grane
Artigos 3:

Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches
Aurea Grane, Helena Veiga
Journal Of Empirical Finance, vol. 26, 2014, p. 26-40.

Asymmetry, Realised Volatility and Stock Return Risk Estimates
Aurea Grane, Helena Veiga
Portuguese Economic Journal, vol. 11, 2012, p. 147-164.

Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches
Aurea Grane, Helena Veiga
Journal of Banking and Finance, vol. 32, 2008, p. 2482-2492.

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