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Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio)
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
Textos para discussão, Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
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Year of Publication
Title
Author(s)
2002
Evaluating the forecasting performance of GARCH models using White´s Reality Check
Souza, Leonardo
;
Veiga, Alvaro
;
Medeiros, Marcelo C.
2002
Building Neural Network Models for Time Series: A Statistical Approach
Medeiros, Marcelo C.
;
Terasvirta, Timo
;
Rech, Gianluigi
2003
Three-structured smooth transition regression models based on CART algorithm
da Rosa, Joel Corrêa
;
Veiga, Álvaro
;
Medeiros, Marcelo C.
2003
Local-global neural networks: a new approach for nonlinear time series modelling
Fariñas, Mayte Suarez
;
Pedreira, Carloe E.
;
Medeiros, Marcelo C.
2015
Adaptative LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
2015
l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
2012
Let´s do it again: bagging equity premium predictors
Hillebrand, Eric
;
Lee, Tae-hwy
;
Medeiros, Marcelo C.
2012
Estimating High-Dimensional Time Series Models.
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
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.
2006
Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel
;
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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