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Medeiros, Marcelo C.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,278 |
Total
Citations
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1.
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McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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439
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financial econometrics, volatility forecasting, neural networks, nonlinear models, realized volatility, bagging.
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2.
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Asai, Manabu
Soka University - Faculty of Economics McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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376
(37,124)
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Asymmetry, leverage, realized volatility, integrated volatility, measurement errors, forecasts
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3.
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Asai, Manabu
Soka University - Faculty of Economics McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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337
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realized volatility, diffusion, financial econometrics, measurement errors, forecasting, model evaluation, goodness-of-fit
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4.
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Audrino, Francesco
University of Saint Gallen Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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71
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Short-term interest rate, Regression tree, Smooth transition, Conditional variance, Bagging, Asymptotic theory
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Preve, Daniel
City University of Hong Kong (CityUHK) - Department of Economics & Finance Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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30
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linear regression, endogeneity, linear programming estimator, quasi-maximum likelihood estimator, exact distribution
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6.
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Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics Veiga, Alvaro
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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25
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Records 1 -
6
of 6 matches
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1
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