Get started
Author

Osvaldo Candido

Observed names: Candido, Osvaldo, OSVALDO CANDIDO, Osvaldo C. Silva Filho, Osvaldo Candido Silva Filho, Osvaldo Candido da Silva Filho, Osvaldo Cândido da Silva Filho, Silva Filho, Osvaldo Candido
ORCID: 0000-0002-4850-6989
Observed ORCID: 0000-0002-4850-6989
OpenAlex ID: A5088964777
Modeling dependence dynamics through copulas with regime switching
2012 · Osvaldo Candido da Silva Filho, Flavio Augusto Ziegelmann, et al. · Insurance Mathematics and Economics · 97
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)
2013 · Osvaldo C. Silva Filho, Flavio A. Ziegelmann, et al. · Quantitative Finance · 41
Extended cost–benefit analysis of tobacco taxation in Brazil
2021 · Jose Angelo Divino, Philipp Ehrl, et al. · Tobacco Control · 19
PDF
Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)
2019 · Paula V. Tófoli, Flávio A. Ziegelmann, et al. · Journal of Time Series Econometrics · 11
PDF
Forecasting risk measures using intraday and overnight information
2022 · Douglas G. Santos, Osvaldo Candido, et al. · The North American Journal of Economics and Finance · 10
Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework
2018 · Alberto Ronchi Neto, Osvaldo Candido · Empirical Economics · 9
School Effect and Student Performance: a Latin American Assessment from PISA
2020 · Fabiana A. Alves, Osvaldo Candido · Economía · 8
PDF
Automobile insurance in Brazil: market concentration and demand
2019 · Vivileine Maria Peres, Wilfredo L. Maldonado, et al. · Revista Contabilidade & Finanças · 8
PDF
Assessing some stylized facts about financial market indexes: a Markov copula approach
2014 · Osvaldo Candido Silva Filho, Flavio Augusto Ziegelmann · Journal of Economic Studies · 8
A Comparison Study of Copula Models for European Financial Index Returns
2017 · Paula V. Tofoli, Flavio A. Ziegelmann, et al. · International Journal of Economics and Finance · 7
PDF
Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model
2018 · Daniel Henrique Salgado, Osvaldo Candido · The Journal of Risk · 6
Modeling stochastic frontier based on vine copulas
2017 · Michel Constantino, Osvaldo Candido, et al. · Physica A Statistical Mechanics and its Applications · 6
Effects of the Brazilian tax reform plans on the tobacco market
2021 · Jose Angelo Divino, Philipp Ehrl, et al. · Tobacco Control · 5
PDF
Effects of the illicit market on the price elasticity of cigarette consumption in Brazil
2023 · Jose Angelo Divino, Philipp Ehrl, et al. · Tobacco Control · 4
PDF
Regularization Methods for Estimating a Multi-factor Corporate Bond Pricing Model: an Application for Brazil
2021 · PAULO ROBERTO GUIMARÃES, OSVALDO CANDIDO, et al. · Annals of Financial Economics · 4
Goodness-of-Fit versus Significance: A CAPM Selection with Dynamic Betas Applied to the Brazilian Stock Market
2017 · André Ronzani, Osvaldo Candido, et al. · International Journal of Financial Studies · 4
PDF
Os Ratings de Risco Soberano e os Fundamentos Macroeconômicos dos Países: Um Estudo Utilizando Redes Neurais Artificiais
2009 · Bruno Ferreira Frascaroli, Luciano da Costa Silva, et al. · Brazilian Review of Finance · 3
PDF
Modeling vine-production function: An approach based on Vine Copula
2019 · Michel Constantino, Osvaldo Candido, et al. · Physica A Statistical Mechanics and its Applications · 2
Transmissão De Preços No Mercado Internacional Da Soja: Uma Abordagem Pelos Modelos Armax E Var
2005 · Osvaldo Candido, Bruno Ferreira Frascaroli, et al. · RePEc: Research Papers in Economics · 2
Copula‐Based Pairs Trading on Brazilian Stock Exchange Equities
2025 · Daniel Henrique Salgado, Osvaldo Candido · Applied Stochastic Models in Business and Industry · 1
Assessing the Effects of a Tobacco Tax Reform on the Industry Price-Setting Strategy
2021 · Jose Angelo Divino, Philipp Ehrl, et al. · International Journal of Environmental Research and Public Health · 1
PDF
What does Google say about credit developments in Brazil?
2021 · Alberto Ronchi Neto, Osvaldo Candido · Studies in Nonlinear Dynamics and Econometrics · 1
Assessing Brazilian electric power transmission auctions
2020 · Washington Martins Silva, Osvaldo Candido · Journal of Economic Studies · 1
Marginal Effect of Direct Tax on Profits: A Study on the Taxation of the Finance Industry in Brazil
2019 · José Antonio de França, Osvaldo Cândido da Silva Filho, et al. · International Journal of Economics and Finance · 1
PDF
Assessing the Human Capital Emergence, Performance and Effectiveness in a Brazilian Retail Bank
2017 · Pedro Paulo Carbone, Tito Belchior Silva Moreira, et al. · International Journal of Economics and Finance · 1
PDF
Works count: 41
Citation count: 261
H-index: 8
I10-index: 5
Year
Topic
Type