CAMPANI Carlos-Heitor, PhD

Research Associate & Lecturer

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : carlos.campani@edhec.edu

Main academic publications

Accounting & Finance Review (2017), Revista de Administração Contemporânea  (2017), Applied Mathematical Sciences (2015 ; 2017), Brazilian Review of Finance (2016), Business and Management Review (2014), Bankers, Markets and Investors (2013)

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Documents to download

Pdf
CV - Carlos-Heitor CAMPANI...
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Publications edhec

This paper aims at predicting the volatility term structure of a given asset. The model is based on the GARCH modelling of the asset's volatility,...
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