Seguir
Fernanda Maria Müller
Fernanda Maria Müller
Universidade Federal do Rio Grande do Sul
No hay ninguna dirección de correo electrónico verificada.
Título
Citado por
Citado por
Año
Análise da satisfação dos usuários em um hospital universitário
SMS Schmidt, FM Müller, E Santos, PS Ceretta, V Garlet, S Schmitt
Saúde em Debate 38, 305-317, 2014
472014
Numerical comparison of multivariate models to forecasting risk measures
FM Müller, MB Righi
Risk Management 20, 29-50, 2018
322018
Beta regression control chart for monitoring fractions and proportions
FM Bayer, CM Tondolo, FM Müller
Computers & Industrial Engineering 119, 416-426, 2018
282018
An engaged university: Rescuing SMES during the COVID-19 crisis
DF Brauner, F REICHERT, R Janissek-Muniz, AC Zen, DCDE MENEZES, ...
Revista de Administração de Empresas 60, 437-450, 2021
162021
On a robust risk measurement approach for capital determination errors minimization
MB Righi, FM Müller, MR Moresco
Insurance: Mathematics and Economics 95, 199-211, 2020
152020
Universidade engajada: Resgatando PMES na crise da Covid-19
DF Brauner, F REICHERT, R Janissek-Muniz, AC Zen, DCDE MENEZES, ...
Revista de Administração de Empresas 60, 437-450, 2021
122021
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk
FM Müller, SS Santos, TW Gössling, MB Righi
Finance Research Letters 48, 102916, 2022
112022
Model risk measures: A review and new proposals on risk forecasting
F Müller, M Righi
Available at SSRN 3489917, 2019
102019
Risk measure index tracking model
LR Sant’Anna, MB Righi, FM Müller, PC Guedes
International Review of Economics & Finance 80, 361-383, 2022
82022
The effect of organizational studies on financial risk measures estimation
MB Righi, FM Müller, VG Silveira, KM Vieira
Revista Brasileira de Gestão de Negócios 21, 103-117, 2019
72019
Comparison of Value at Risk (VaR) multivariate forecast models
FM Müller, MB Righi
Computational Economics 63 (1), 75-110, 2024
62024
Market Microstructure–a High Frequency analysis of volume and volatility intraday patterns across the Brazilian stock market
AS Da Costa, PS Ceretta, FM Müller
Revista de Administração da Universidade Federal de Santa Maria 8 (3), 455-462, 2015
62015
Análise da eficiência de mercado do ibovespa: uma abordagem com o modelo autorregressivo quantílico
FM MÜLLER, MB RIGHI, PS CERETTA
Revista Base (Administração e Contabilidade) da UNISINOS 12 (2), 122-134, 2015
62015
Market Microstructure–a High Frequency analysis of volume and volatility intraday patterns across the Brazilian stock market
AS Da Costa, PS Ceretta, FM Müller
Revista de Administração da Universidade Federal de Santa Maria 8 (3), 455-462, 2015
62015
Quantiles autocorrelation in stock markets returns
PS Ceretta, MB Righi, FM Muller
Economics Bulletin 32 (3), 2065-2075, 2012
62012
A comparison of risk measures for portfolio optimization with cardinality constraints
HP Ramos, MB Righi, PC Guedes, FM Müller
Expert Systems with Applications 228, 120412, 2023
52023
Deviation-based model risk measures
M Berkhouch, FM Müller, G Lakhnati, MB Righi
Computational Economics 59 (2), 527-547, 2022
52022
Emerging market return pricing: An intertemporal and interquantile approach
B Milani, F Müller, PS Ceretta, M Righi
Engineering Economics 25, 387-394, 2012
42012
Cenários de agregação de valor ao produto: proposta de criação de uma agroindústria familiar
CR Foguesatto, FM Müller, FD Artuzo, JAD Machado
Custos e@ gronegócio on line. Recife. Vol. 4, n. 2 (abr./jun. 2018), p. 390-410, 2018
32018
Model risk adjusted risk forecasting
FM Müller, MB Righi
Working Paper, 2018
32018
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20