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Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes
Diniz, Renan; Prince, Diogo de; Maciel, Leandro S. - In: Journal of economic studies 50 (2023) 3, pp. 429-447
Persistent link: https://www.econbiz.de/10014252394
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A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting
Maciel, Leandro - In: Advances in financial risk management : corporates, …, (pp. 253-283). 2013
Persistent link: https://www.econbiz.de/10010213079
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A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting
Maciel, Leandro - In: Revista Brasileira de Finanças : RBFin 10 (2012) 3, pp. 337-367
Persistent link: https://www.econbiz.de/10009670355
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Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
Maciel, Leandro; Gomide, Fernando; Ballini, Rosangela - In: Computational economics 48 (2016) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10011712504