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Profundidade de mercado na BM&...
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Market depth at the BM&FBovespa
Barros, Carlos Felipe
;
Fernandes, Marcelo
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10011538682
Saved in:
2
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
Saved in:
3
Economics and literature : an examination of Gulliver's travels
Fernandes, Marcelo
- In:
Journal of economic studies
28
(
2001
)
2/3
,
pp. 92-105
Persistent link: https://www.econbiz.de/10001585848
Saved in:
4
Non-linearity and exchange rates
Fernandes, Marcelo
- In:
Journal of forecasting
17
(
1998
)
7
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001363622
Saved in:
5
Testing for a flexible non-linear link between short-term Eurorates and spreads
Fernandes, Marcelo
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001756876
Saved in:
6
The effect of voting rights on firm value
Scherrer, Cristina Mabel
;
Fernandes, Marcelo
- In:
International Review of Finance
21
(
2020
)
3
,
pp. 1106-1111
Persistent link: https://www.econbiz.de/10012282316
Saved in:
7
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models
Pizzinga, Adrian
;
Fernandes, Marcelo
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 355-371
Persistent link: https://www.econbiz.de/10012410066
Saved in:
8
Are price limits on futures markets that cool? : evidence from the Brazilian mercantile and futures exchange
Fernandes, Marcelo
;
Rocha, Marco Aurélio dos Santos
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 219-242
Persistent link: https://www.econbiz.de/10003518311
Saved in:
9
Semiparametric methods in econometrics : guest editorial
Fernandes, Marcelo
;
Linton, Oliver
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10003571097
Saved in:
10
Testing the Markov property with high frequency data
Matos, João Amaro de
;
Fernandes, Marcelo
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10003571253
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