Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling and predicting the CB...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
67
Theory
67
Time series analysis
63
Zeitreihenanalyse
63
Forecasting model
57
Prognoseverfahren
57
Börsenkurs
45
Share price
45
Volatility
43
Volatilität
43
Estimation theory
42
Schätztheorie
42
Brasilien
35
Brazil
35
Estimation
31
Schätzung
31
Neural networks
25
Neuronale Netze
25
Regression analysis
24
Regressionsanalyse
24
Nichtlineare Regression
22
Nonlinear regression
22
USA
21
United States
21
ARCH model
18
ARCH-Modell
18
Autocorrelation
15
Autokorrelation
15
LASSO
15
Modellierung
15
Scientific modelling
15
Stochastic process
14
Stochastischer Prozess
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Yield curve
12
Aktienindex
11
Portfolio selection
11
Portfolio-Management
11
Stock index
11
more ...
less ...
Online availability
All
Free
138
Undetermined
31
Type of publication
All
Book / Working Paper
148
Article
95
Type of publication (narrower categories)
All
Arbeitspapier
108
Working Paper
108
Graue Literatur
93
Non-commercial literature
93
Article in journal
92
Aufsatz in Zeitschrift
92
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
215
Portuguese
24
Undetermined
4
Author
All
Medeiros, Marcelo C.
157
Fernandes, Marcelo
88
McAleer, Michael
26
Mendes, Eduardo F.
16
Veiga, Alvaro
13
Garcia, Márcio Gomes Pinto
11
Masini, Ricardo
11
Hillebrand, Eric
9
Coelho, Danilo Santa Cruz
8
Teräsvirta, Timo
8
Asai, Manabu
7
Grammig, Joachim
7
Santos, Francisco
6
Vasconcelos, Gabriel F. R.
6
Cerqueira, Daniel
5
Dijk, Dick van
5
Donohue, John J.
5
Kock, Anders Bredahl
5
Scherrer, Cristina Mabel
5
Zilberman, Eduardo
5
Audrino, Francesco
4
Carvalho, Carlos Viana de
4
Chan, Felix
4
Fan, Jianqing
4
Igan, Deniz
4
Mota, Bernardo de Sá
4
Pinheiro, Marcelo
4
Rocha, Marco Aurélio dos Santos
4
Scharth, Marcel
4
Vasconcelos, Gabriel
4
Vieira, Fausto
4
Areosa, Waldyr Dutra
3
Callot, Laurent
3
Chague, Fernando
3
Distaso, Walter
3
Fruet Dias, Gustavo
3
Johnson, James A.
3
Masini, Ricardo P.
3
Osorio, Rafael Guerreiro
3
Oxley, Les
3
more ...
less ...
Institution
All
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
7
Ekonomiska forskningsinstitutet <Stockholm>
3
National Bureau of Economic Research
1
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
47
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
14
Journal of econometrics
14
Ensaios econômicos
11
Texto para discussão / Instituto de Pesquisa Econômica Aplicada
11
Working paper
11
Econometric reviews
9
International journal of forecasting
8
CREATES research paper
6
Econometric Institute research papers
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
SSE EFI working paper series in economics and finance
5
Revista Brasileira de Finanças : RBFin
4
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
4
EUI working paper / ECO
3
Economics letters
3
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
Economia : revista da ANPEC
2
Essays in nonlinear time series econometrics
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of economic surveys
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Pesquisa e planejamento econômico : PPE
2
CEA_372Bayes working paper series
1
CORE discussion paper : DP
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Developments in macro-finance Yield curve modelling
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric theory
1
Econometrics with Machine Learning
1
Economia : journal of the Latin American and Caribbean Economic Association
1
FEUNL Working Paper
1
IEEE transactions on engineering management : EM
1
IMF Working Paper
1
IMF working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
696
EconStor
16
OLC EcoSci
13
Other ZBW resources
4
USB Cologne (business full texts)
1
Showing
1
-
10
of
243
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A (semi-)parametric functional coefficient autoregressive conditional duration model
Fernandes, Marcelo
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003404400
Saved in:
3
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003520954
Saved in:
4
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:
5
Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
-
2000
Persistent link: https://www.econbiz.de/10001480441
Saved in:
6
Non-linearity and exchange rates
Fernandes, Marcelo
- In:
Journal of forecasting
17
(
1998
)
7
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001363622
Saved in:
7
Economics and literature : an examination of Gulliver's travels
Fernandes, Marcelo
- In:
Journal of economic studies
28
(
2001
)
2/3
,
pp. 92-105
Persistent link: https://www.econbiz.de/10001585848
Saved in:
8
Testing for a flexible non-linear link between short-term Eurorates and spreads
Fernandes, Marcelo
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001756876
Saved in:
9
Bounds for the probability distribution function of the linear ACD process
Fernandes, Marcelo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953810
Saved in:
10
Financial crashes as endogenous jumps: estimation, testing and forecasting
Fernandes, Marcelo
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003251178
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
