Paulo Araújo Santos

According to our database, Paulo Araújo Santos authored at least 4 papers between 2008 and 2013.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2013

Forecasting Value-at-Risk with a duration-based POT method.

Paulo Araújo Santos, M. Isabel Fraga Alves

Math. Comput. Simul., 2013

GFC-robust risk management under the Basel Accord using extreme value methodologies.

Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos

Math. Comput. Simul., 2013

2012

A new class of independence tests for interval forecasts evaluation.

Paulo Araújo Santos, M. Isabel Fraga Alves

Comput. Stat. Data Anal., 2012

2008

PORT Hill and Moment Estimators for Heavy-Tailed Models.

M. Ivette Gomes, M. Isabel Fraga Alves, Paulo Araújo Santos

Commun. Stat. Simul. Comput., 2008