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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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Year of Publication
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2007
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
2021
The proper use of Google Trends in forecasting models
Medeiros, Marcelo C.
;
Pires, Henrique
2020
Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
2021
Jumps in stock prices: New insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
2010
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
2006
Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
2015
l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
2006
Realized volatility: a review
McAleer, Michael
;
Medeiros, Marcelo C.
2003
Three-structured smooth transition regression models based on CART algorithm
da Rosa, Joel Corrêa
;
Veiga, Álvaro
;
Medeiros, Marcelo C.
2010
Moment-based estimation of smooth transition regression models with endogenous variables
Areosa, Waldyr Dutra
;
McAleer, Michael
;
Medeiros, Marcelo C.
Author
6
Mendes, Eduardo F.
5
McAleer, Michael
4
Veiga, Alvaro
3
Hillebrand, Eric
2
Fan, Jianqing
2
Fernandes, Marcelo
2
Masini, Ricardo
2
Masini, Ricardo P.
2
Scharth, Marcel
2
Terasvirta, Timo
.
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