Browsing All of EconStor by Author Medeiros, Marcelo C.

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Year of PublicationTitleAuthor(s)
2001 What are the effects of forecasting linear time series with neural networks?Medeiros, Marcelo C.; Pedreira, Carlos E.
2001 Statistical methods for modelling neural networksMedeiros, Marcelo C.; Terasvirta, Timo
2001 Monetary policy during Brazil's Real Plan: Estimating the Central Bank reaction functionSalgado, Maria José; Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.
2002 Building Neural Network Models for Time Series: A Statistical ApproachMedeiros, Marcelo C.; Terasvirta, Timo; Rech, Gianluigi
2002 Evaluating the forecasting performance of GARCH models using White´s Reality CheckSouza, Leonardo; Veiga, Alvaro; Medeiros, Marcelo C.
2003 Local-global neural networks: a new approach for nonlinear time series modellingFariñas, Mayte Suarez; Pedreira, Carloe E.; Medeiros, Marcelo C.
2003 Three-structured smooth transition regression models based on CART algorithmda Rosa, Joel Corrêa; Veiga, Álvaro; Medeiros, Marcelo C.
2004 Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexaminationTeräsvirta, Timo; van Dijk, Dick; Medeiros, Marcelo C.
2004 Modeling multiple regimes in financial volatility with a flexible coefficient GARCH modelMedeiros, Marcelo C.; Veiga, Alvaro
2005 Modelling and forecasting short-term electricity load: a two step methodologySoares, Lacir J.; Medeiros, Marcelo C.
2005 Structure and asymptotic theory for STAR(1)-GARCH(1,1) modelsChan, Felix; McAleer, Michael; Medeiros, Marcelo C.
2006 Realized volatility: a reviewMcAleer, Michael; Medeiros, Marcelo C.
2006 A (semi-)parametric functional coefficient autoregressive conditional duration modelFernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro
2006 Asymmetric effects and long memory in the volatility of Dow Jones stocksScharth, Marcel; Medeiros, Marcelo C.
2006 Modeling and forecasting the volatility of Brazilian asset returns: A realized variance approachCarvalho, Marcelo R. C.; Freire, Marco Aurélio; Medeiros, Marcelo C.; Souza, Leonardo R.
2007 ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELSMendes, Eduardo F.; Veiga, Alvaro; Medeiros, Marcelo C.
2007 Forecasting realized volatility models: the benefits of bagging and nonlinear specificationsHillebrand, Eric; Medeiros, Marcelo C.
2007 Modeling and predicting the CBOE market volatility indexFernandes, Marcelo; Medeiros, Marcelo C.; Scharth, Marcel
2007 A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetriesMcAleer, Michael; Medeiros, Marcelo C.
2010 Linearity Testing Against a Fuzzy Rule-based ModelAznarte, José Luis; Medeiros, Marcelo C.; Benítez Sánchez, José Manoel