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A family of autoregressive conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
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O mecanismo de transmissão monetária na economia brasileira pós-plano real
Fernandes, Marcelo; Toro, Juan - In: Revista brasileira de economia : RBE ; revista da … 59 (2005) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10003162624
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Resolução ótima de preços na Bolsa de Valores de São Paulo
Ramos, Aldo Henrique Treu; Fernandes, Marcelo - In: Pesquisa e planejamento econômico : PPE 34 (2004) 3, pp. 437-464
Persistent link: https://www.econbiz.de/10002932869
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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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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 127 (2005) 1, pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
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A multivariate conditional autoregressive range model
Fernandes, Marcelo; Mota, Bernardo de Sá; Rocha, Guilherme - In: Economics letters 86 (2005) 3, pp. 435-440
Persistent link: https://www.econbiz.de/10002680736
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Non-parametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2000
Persistent link: https://www.econbiz.de/10001480448
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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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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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O mecanismo monetário de transmissão na economia brasileira pós- Plano Real
Fernandes, Marcelo (contributor); Toro, Juan (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703160