CAMPANI Carlos-Heitor, PhD

Chercheur Associé & Chargé de cours

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

Principales contributions académiques

The North American Journal of Economics and Finance (2018), Economics Bulletin (2018), Review of Business Management (2018), 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)

Documents à télécharger

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Publications edhec

The North American Journal of Economics and Finance, Volume 46, November 2018, Pages 151-165
Economics Bulletin, Vol. 38, No. 3, 141 – 152, 2018.
Review of Business Management, Vol. 20, No. 3, 361 – 377, 2018.
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,...