Corps professoral et chercheurs

CAMPANI Carlos-Heitor, PhD

Chercheur Associé, EDHEC-Risk Institute

Contact

Email : [email protected]

Website

Principales contributions académiques

Journal of Banking & Finance (2021), Economics Bulletin (2018 ; 2019 ; 2021), Review of Business Management (2018 ; 2021), Revista de Administração e Contabilidade da Unisinos (2021), REDECA – Revista Eletrônica do Departamento de Ciências Contábeis e Atuária e Métodos Quantitativos (2021), International Journal of Energy Sector Management (2021), Revista de Administração Pública e Gestão Social (2020 ; 2021), Investment Analysis and Portfolio Management (2020), Latin American Business Review (2020), Emerging Markets Review (2020), Sociedade, Contabilidade e Gestão (2020), Brazilian Business Review (2020), Journal of Contemporary Administration (2020), 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), Brazilian Journal of Risk and Insurance (2018 ; 2020), Revista de Ciências de Administração (2018), Economic Studies (2018), Accounting & Finance Review (2017 ; 2020 ; 2021), Revista de Administração Contemporânea  (2017), Applied Mathematical Sciences (2015 ; 2017), Brazilian Review of Finance (2016 ; 2020), Business and Management Review (2014), Bankers, Markets and Investors (2013)

Documents à télécharger

Pdf
CV - Carlos-Heitor Campani, PhD...
(-1.00 B)

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,...

Pages