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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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Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - 2012
Persistent link: https://www.econbiz.de/10009562840
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Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric; Medeiros, Marcelo C. - 2012
Persistent link: https://www.econbiz.de/10009562841
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Estimating high-dimensional time series models
Medeiros, Marcelo C.; Mendes, Eduardo F. - 2012
Persistent link: https://www.econbiz.de/10009614505