CAMPANI Carlos-Heitor, PhD

Chercheur Associé, EDHEC-Risk Institute

Contact

Email : carlos.campani@edhec.edu

Website

Principales contributions académiques

International Research Journal of Finance and Economics (2019), International Journal of Economics and Business Research (2019), Brazilian Journal of Public Administration (2019), The North American Journal of Economics and Finance (2018 ; 2019), Economics Bulletin (2018 ; 2019), Review of Business Management (2018), Brazilian Journal of Risk and Insurance (2018), Revista de Ciências de Administração (2018), Economic Studies (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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CV - Carlos-Heitor Campani, PhD...
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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,...