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Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio)
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
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Results 11-19 of 19.
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2004
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination
Teräsvirta, Timo
;
van Dijk, Dick
;
Medeiros, Marcelo C.
2004
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH model
Medeiros, Marcelo C.
;
Veiga, Alvaro
2007
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Scharth, Marcel
2003
Local-global neural networks: a new approach for nonlinear time series modelling
Fariñas, Mayte Suarez
;
Pedreira, Carloe E.
;
Medeiros, Marcelo C.
2005
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
2001
What are the effects of forecasting linear time series with neural networks?
Medeiros, Marcelo C.
;
Pedreira, Carlos E.
2005
Modelling and forecasting short-term electricity load: a two step methodology
Soares, Lacir J.
;
Medeiros, Marcelo C.
2006
Modeling and forecasting the volatility of Brazilian asset returns: A realized variance approach
Carvalho, Marcelo R. C.
;
Freire, Marco Aurélio
;
Medeiros, Marcelo C.
;
Souza, Leonardo R.
2002
Building Neural Network Models for Time Series: A Statistical Approach
Medeiros, Marcelo C.
;
Terasvirta, Timo
;
Rech, Gianluigi
Author
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Veiga, Alvaro
3
McAleer, Michael
2
Fernandes, Marcelo
2
Scharth, Marcel
2
Terasvirta, Timo
1
Carvalho, Marcelo R. C.
1
Chan, Felix
1
da Rosa, Joel Corrêa
1
Fariñas, Mayte Suarez
1
Freire, Marco Aurélio
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