| Modeling dependence dynamics through copulas with regime switching OC da Silva Filho, FA Ziegelmann, MJ Dueker Insurance: Mathematics and Economics 50 (3), 346-356, 2012 | 120 | 2012 |
| Assessing dependence between financial market indexes using conditional time-varying copulas: Applications to Value at Risk (VaR) OC Silva Filho, FA Ziegelmann, MJ Dueker Quantitative Finance 14 (12), 2155-2170, 2014 | 49 | 2014 |
| Extended cost–benefit analysis of tobacco taxation in Brazil JA Divino, P Ehrl, O Candido, MAP Valadao Tobacco Control 31 (Suppl 2), s74-s79, 2022 | 28 | 2022 |
| Dynamic D-Vine copula model with applications to Value-at-Risk (VaR) PV Tófoli, FA Ziegelmann, O Candido, PL Valls Pereira Journal of Time Series Econometrics 11 (2), 20170016, 2019 | 15 | 2019 |
| Automobile insurance in Brazil: Market concentration and demand VM Peres, WL Maldonado, O Candido Revista Contabilidade & Finanças 30 (81), 396-408, 2019 | 15 | 2019 |
| Os Ratings de Risco Soberano e os Fundamentos Macroeconômicos dos Países: Um Estudo Utilizando Redes Neurais Artificiais BF Frascaroli, L da Costa Silva, OC da Silva Filho Brazilian Review of Finance 7 (1), 73-106, 2009 | 13 | 2009 |
| Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework A Ronchi Neto, O Candido Empirical economics 58 (2), 651-667, 2020 | 11 | 2020 |
| Política monetária e mudanças macroeconômicas no Brasil: uma abordagem MS-VAR OC da Silva Filho Programa de Pós-Graduação em Economia-PPGE, Universidade Federal da Paraíba, 2006 | 11 | 2006 |
| School effect and student performance: a Latin American assessment from PISA FA Alves, O Candido Economía 43 (86), 79-99, 2020 | 10 | 2020 |
| Transmissão de preços no mercado internacional da soja: uma abordagem pelos modelos ARMAX e VAR OC SILVA FILHO, BF Frascaroli, SF Maia ENCONTRO NACIONAL DE ECONOMIA, XXXIII, 2005 | 10 | 2005 |
| Assessing some stylized facts about financial market indexes: a Markov copula approach O Candido Silva Filho, F Augusto Ziegelmann Journal of Economic Studies 41 (2), 253-271, 2014 | 9 | 2014 |
| Effects of the Brazilian tax reform plans on the tobacco market JA Divino, P Ehrl, O Candido, MAP Valadao Tobacco Control 31 (Suppl 2), s65-s73, 2022 | 8 | 2022 |
| Forecasting risk measures using intraday and overnight information DG Santos, O Candido, PV Tófoli The North American Journal of Economics and Finance 60, 101669, 2022 | 6 | 2022 |
| Regularization methods for estimating a multi-factor corporate bond pricing model: an application for Brazil PR Guimarães, O Candido, A Ronzani Annals of Financial Economics 16 (01), 2150005, 2021 | 6 | 2021 |
| Assessing tobacco tax reform and effects of the illicit market in Brazil JA Divino, P Ehrl, O Candido, M Valadão Unpublished manuscript. Catholic University of Brasilia and University of …, 2020 | 6 | 2020 |
| O Efeito da Escola e os Determinantes do Rendimento Escolar: Uma análise dos resultados dos estudantes brasileiros nas últimas três edições do PISA F Alves, O Candido 45 Encontro Nacional de Economia (AN-PEC2017), 2017 | 6 | 2017 |
| Tobacco tax reform and demand-switching effects between the Licit and illicit markets in Brazil JA Divino, P Ehrl, O Candido, M Valadão, GR Iglesias Institute for Health Research and Policy, Tobacconomics. Chicago: University …, 2022 | 5 | 2022 |
| Modeling stochastic frontier based on vine copulas M Constantino, O Candido, BM Tabak, RB da Costa Physica A: Statistical Mechanics and its Applications 486, 595-609, 2017 | 5 | 2017 |
| Modeling vine-production function: An approach based on Vine Copula M Constantino, O Candido, E Borges, TC Silva, BM Tabak Physica A: Statistical Mechanics and its Applications 531, 121724, 2019 | 4 | 2019 |
| Dependence analysis of ethanol, sugar, oil, brl/usd exchange rate and BOVESPA: A vine copula approach AG Resende, O Candido Economia Aplicada 19 (3), 455-480, 2015 | 4 | 2015 |
Flavio ZiegelmannUniversidade Federal do Rio Grande do SulVerified email at ufrgs.br