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Fernandes, Marcelo
73
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Mendes, Eduardo F.
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ECONIS (ZBW)
94
RePEc
20
OLC EcoSci
13
Other ZBW resources
2
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1
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:
2
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Scharth, Marcel
- In:
Journal of banking & finance
40
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
Saved in:
3
Nonlinear error correction models with an application to commodity prices
Magri, Rafael
;
Medeiros, Marcelo C.
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 145-170
Persistent link: https://www.econbiz.de/10011538653
Saved in:
4
Unobserved heterogeneity in regression models : a semiparametric approach based on nonlinear sieves
Assunção, Juliano J.
;
Burity, Priscila
;
Medeiros, …
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011538815
Saved in:
5
Price discovery in Brazilian FX markets
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 65-94
Persistent link: https://www.econbiz.de/10011538826
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Parametric portfolio selection : evaluating and comparing to Markowitz portfolios
Medeiros, Marcelo C.
;
Passos, Artur M.
;
Vasconcelos, …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
2
,
pp. 257-284
Persistent link: https://www.econbiz.de/10011585180
Saved in:
9
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:
10
The high-frequency impact of macroeconomic announcements on the Brazilian futures markets
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10011644164
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