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~subject:"Prognoseverfahren"
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Economic gains of realized vol...
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Prognoseverfahren
Brazil
66
Brasilien
53
Theorie
50
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50
Forecasting model
48
Time series analysis
48
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48
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33
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income inequality
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English
48
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Medeiros, Marcelo C.
48
McAleer, Michael
9
Hillebrand, Eric
5
Mendes, Eduardo F.
5
Asai, Manabu
4
Vasconcelos, Gabriel F. R.
4
Audrino, Francesco
3
Garcia, Márcio Gomes Pinto
3
Kock, Anders Bredahl
3
Veiga, Alvaro
3
Zilberman, Eduardo
3
Bollerslev, Tim
2
Callot, Laurent
2
Lee, Tae-hwy
2
Masini, Ricardo P.
2
Montes Schütte, Erik Christian
2
Patton, Andrew J.
2
Pedreira, Carlos E.
2
Quaedvlieg, Rogier
2
Ribeiro, Ruy Monteiro
2
Santos, Francisco
2
Soussi, Tobias Skipper
2
Souza, Leonardo Rocha
2
Street, Alexandre
2
Valladão, Davi
2
Vasconcelos, Gabriel
2
Alves, Rafael P.
1
Asai, Manuabu
1
Callot, Laurent A. F.
1
Fernandes, Marcelo
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Freitas, Eduardo H. de
1
Johnson, James A.
1
Paye, Bradley S.
1
Pires, Henrique
1
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
13
Econometric Institute research papers
3
International journal of forecasting
3
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Essays in nonlinear time series econometrics
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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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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1
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ECONIS (ZBW)
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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:
2
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
3
Modeling and forecasting short-term electricity load : a comparison of methods with an application to Brazilian data
Soares, Lacir J.
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 630-644
Persistent link: https://www.econbiz.de/10003808337
Saved in:
4
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
5
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
6
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:
7
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
8
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
9
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
10
Forecasting realized volatility models : the benefits of bagging and nonlinear specifications
Hillebrand, Eric
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003520949
Saved in:
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