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Fernandes, Marcelo
13
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Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes
Fernandes, Marcelo
;
Neri, Breno
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-307
Persistent link: https://www.econbiz.de/10008347427
Saved in:
2
Financial crashes as endogenous jumps: estimation, testing and forecasting
Fernandes, Marcelo
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10006748596
Saved in:
3
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10006752636
Saved in:
4
A multivariate conditional autoregressive range model
Fernandes, Marcelo
;
de Sá Mota, Bernardo
;
Rocha, Guilherme
- In:
Economics letters
86
(
2005
)
3
,
pp. 435-440
Persistent link: https://www.econbiz.de/10006753452
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5
Density estimation - Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
;
Klinger Monteiro, Paulo
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
3
,
pp. 425-442
Persistent link: https://www.econbiz.de/10006544355
Saved in:
6
A questao da dinamica de preços de ativos financeiros
Fernandes, Marcelo
;
Gleiser, Ilan
- In:
Revista brasileira de economia : RBE ; revista da …
(
1994
)
2
,
pp. 235
Persistent link: https://www.econbiz.de/10008050252
Saved in:
7
Economics and literature: an examination of Gulliver's Travels
Fernandes, Marcelo
- In:
Journal of economic studies
28
(
2001
)
2
,
pp. 92-105
Persistent link: https://www.econbiz.de/10007670791
Saved in:
8
Testing the Markov property with high frequency data
Amaro de Matos, João
;
Fernandes, Marcelo
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10007797066
Saved in:
9
Semiparametric methods in econometrics
Fernandes, Marcelo
;
Linton, Oliver
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10007797068
Saved in:
10
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-142
Persistent link: https://www.econbiz.de/10009996207
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