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Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent; Kock, Anders B.; Medeiros, Marcelo C. - 2014
Persistent link: https://www.econbiz.de/10010433252
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Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent; Kock, Anders B.; Medeiros, Marcelo C. - 2014
In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10010433899
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Forecasting macroeconomic variables in data-rich environments
Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R. - In: Economics letters 138 (2016), pp. 50-52
Persistent link: https://www.econbiz.de/10011615474
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Instrument selection for estimation of a forward-looking Phillips Curve
Berriel, Tiago; Medeiros, Marcelo C.; Sena, Marcelo J. - In: Economics letters 145 (2016), pp. 123-125
Persistent link: https://www.econbiz.de/10011618273