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Financial crashes as endogenous jumps: estimation, testing and forecasting
Fernandes, Marcelo - In: Journal of economic dynamics & control 30 (2006) 1, pp. 111-141
Persistent link: https://www.econbiz.de/10003251178
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The finite-sample size of the BDS test for GARCH standardized residuals
Fernandes, Marcelo; Preumont, Pierre-Yves - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 2, pp. 241-260
Persistent link: https://www.econbiz.de/10011538566
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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
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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
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Estimating the stochastic discount factor without a utility function
Araújo, Fabio (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002751084
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Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168082
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A (semi-)parametric functional coefficient autoregressive conditional duration model
Fernandes, Marcelo (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003404400
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Smoothing quantile regressions
Fernandes, Marcelo; Guerre, Emmanuel; Horta, Eduardo - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 338-357
Persistent link: https://www.econbiz.de/10012424529