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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial markets"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Castro, Paula Baião Fisher de"
~person:"Koopman, Siem Jan"
~person:"Medeiros, Marcelo C."
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Volatility
7
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7
Forecasting model
4
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4
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2
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2
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2
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Castro, Paula Baião Fisher de
Koopman, Siem Jan
Medeiros, Marcelo C.
McAleer, Michael
13
Asai, Manabu
6
Maasoumi, Esfandiar
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
Jawadi, Fredj
3
Klotzle, Marcelo Cabus
3
Pinto, Antônio Carlos Figueiredo
3
Stivers, Christopher T.
3
Teräsvirta, Timo
3
Aiube, Fernando Antônio Lucena
2
Alexander, Carol
2
Anatolyev, Stanislav
2
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2
Bonato, Matteo
2
Bondarenko, Oleg
2
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2
Cao, Charles Q.
2
Caporin, Massimiliano
2
Cepni, Oguzhan
2
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2
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2
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2
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2
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2
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Econometric reviews
Journal of financial markets
Revista Brasileira de Finanças : RBFin
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43
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31
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24
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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8
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1
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Econometric analysis of financial and economic time series ; part a
1
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1
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Handbook of financial time series
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1
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1
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1
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1
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Journal of financial econometrics
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National Bank of Belgium Working Paper
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Tinbergen Institute Discussion Paper 09-110/4
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ECONIS (ZBW)
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1
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:
2
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:
3
Assessing day-to-day
volatility
: does the trading time matter?
Vicente, José Valentim Machado
;
Araújo, Gustavo Silva
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10010402920
Saved in:
4
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
5
The benefits of bagging for forecast models of realized
volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
6
Realized
volatility
: a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
7
Monte Carlo likelihood estimation for three multivariate stochastic
volatility
models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
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