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~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Medeiros, Marcelo"
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19
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Medeiros, Marcelo C.
17
McAleer, Michael
4
Aragón, Edilean Kleber da Silva Bejarano
2
Fernandes, Marcelo
2
Garcia, Márcio Gomes Pinto
2
Hillebrand, Eric
2
Medeiros, Gabriela Bezerra de
2
Portugal, Marcelo Savino
2
Santos, Francisco
2
Scharth, Marcel
2
Veiga, Alvaro
2
Asai, Manabu
1
Bollerslev, Tim
1
Carvalho, Carlos Viana de
1
DeSarbo, Wayne
1
Johnson, James A.
1
Kappe, Eelco
1
Magri, Rafael
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Masini, Ricardo
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Patton, Andrew J.
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Quaedvlieg, Rogier
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3
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3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
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2
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1
Economia : revista da ANPEC
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic surveys
1
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1
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ECONIS (ZBW)
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1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
3
A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco
;
DeSarbo, Wayne
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
Saved in:
4
The high-frequency impact of macroeconomic announcements on the Brazilian futures markets
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10011644164
Saved in:
5
Economic gains of realized volatility in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
6
ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de
;
Masini, Ricardo
;
Medeiros, …
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
Saved in:
7
Nonlinear error correction models with an application to commodity prices
Magri, Rafael
;
Medeiros, Marcelo C.
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 145-170
Persistent link: https://www.econbiz.de/10011538653
Saved in:
8
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
9
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
10
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Scharth, Marcel
- In:
Journal of banking & finance
40
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
Saved in:
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