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~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~person:"Medeiros, Marcelo C."
~subject:"Time series analysis"
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Time series analysis
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Medeiros, Marcelo C.
McAleer, Michael
24
Kapetanios, George
18
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11
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9
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17
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5
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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:
2
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
3
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
4
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
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