Marcelo C. Medeiros

Citeret af

	Alle	Siden 2020
Henvisninger	5791	2790
h-index	35	22
i10-indeks	64	44

740

370

185

555

2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202528 33 49 58 92 168 165 197 215 243 222 202 218 250 245 241 290 371 391 532 657 722 85

Offentlig adgang

Se alle

12 artikler

0 artikler

tilgængelige

ikke tilgængelige

Baseret på krav i forbindelse med finansiering

Medforfattere

Alvaro VeigaProfessor Associado, Departamento de Engenharia Elétrica, PUC-RioVerificeret mail på ele.puc-rio.br
Michael McAleerProfessor of Quantitative Finance, Erasmus University RotterdamVerificeret mail på ese.eur.nl
Eduardo Fonseca MendesAssistant Professor at Fundação Getulio VargasVerificeret mail på fgv.br
Marcio G.P. GarciaFull Professor, PUC-RioVerificeret mail på econ.puc-rio.br
Marcelo FernandesSao Paulo School of Economics, FGVVerificeret mail på fgv.br
Manabu ASAISoka UniversityVerificeret mail på soka.ac.jp
Marcel ScharthUniversity of Sydney Business SchoolVerificeret mail på sydney.edu.au
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamVerificeret mail på ese.eur.nl
Anders Bredahl KockUniversity of OxfordVerificeret mail på economics.ox.ac.uk
Guilherme LichandAssistant Professor of Education, Stanford GSEVerificeret mail på stanford.edu
Laurent CallotPrincipal scientist, AWS AI LabsVerificeret mail på amazon.com
Waldyr Dutra AreosaDepartment of International Affairs, Central Bank of Brazil and Department of Economics, PUC-RJVerificeret mail på bcb.gov.br
Carlos Eduardo PedreiraProfessor, UFRJVerificeret mail på ufrj.br
Tae-Hwy LeeUniversity of California, RiversideVerificeret mail på ucr.edu
José Luis AznarteAssociate Professor. Artificial Intelligence Department, UNED.Verificeret mail på dia.uned.es
Mauricio G. C. ResendeUniversity of WashingtonVerificeret mail på uw.edu
Felix ChanCurtin University Verificeret mail på cbs.curtin.edu.au
Jose M. BenitezFull Professor, Universidad de GranadaVerificeret mail på decsai.ugr.es
Les OxleyProfessor of Economics, University of WaikatoVerificeret mail på waikato.ac.nz
Juliano AssunçãoAssociate Professor, Dept. Economics, PUC-RioVerificeret mail på econ.puc-rio.br

Følg

Marcelo C. Medeiros

Professor, Department of Economics, The University of Illinois at Urbana-Champaign

Verificeret mail på illinois.edu - Startside

Econometrics


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
Realized volatility: A review M McAleer, MC Medeiros Econometric reviews 27 (1-3), 10-45, 2008	689	2008
Forecasting inflation in a data-rich environment: the benefits of machine learning methods MC Medeiros, GFR Vasconcelos, Á Veiga, E Zilberman Journal of Business & Economic Statistics 39 (1), 98-119, 2021	397	2021
Machine Learning Advances for Time Series Forecasting RP Masini, MC Medeiros, EF Mendes Journal of Economic Surveys 37 (1), 76-111, 2023	394	2023
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination T Teräsvirta, D Van Dijk, MC Medeiros International Journal of Forecasting 21 (4), 755-774, 2005	372	2005
Modeling and predicting the CBOE market volatility index M Fernandes, MC Medeiros, M Scharth Journal of Banking & Finance 40, 1-10, 2014	339	2014
Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data LJ Soares, MC Medeiros International Journal of Forecasting 24 (4), 630-644, 2008	327	2008
Building neural network models for time series: a statistical approach MC Medeiros, T Teräsvirta, G Rech Journal of Forecasting 25 (1), 49-75, 2006	248	2006
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries M McAleer, MC Medeiros Journal of Econometrics 147 (1), 104-119, 2008	240	2008
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors MC Medeiros, EF Mendes Journal of Econometrics 191 (1), 255-271, 2016	199*	2016
Real-time inflation forecasting with high-dimensional models: The case of Brazil MGP Garcia, MC Medeiros, GFR Vasconcelos International Journal of Forecasting 33 (3), 679-693, 2017	149	2017
ArCo: An artificial counterfactual approach for high-dimensional panel time-series data C Carvalho, R Masini, MC Medeiros Journal of econometrics 207 (2), 352-380, 2018	122	2018
The benefits of bagging for forecast models of realized volatility E Hillebrand, MC Medeiros Econometric Reviews 29 (5-6), 571-593, 2010	122*	2010
Modeling and forecasting large realized covariance matrices and portfolio choice LAF Callot, AB Kock, MC Medeiros Journal of Applied Econometrics 32 (1), 140-158, 2017	111	2017
A hybrid linear-neural model for time series forecasting MC Medeiros, Á Veiga IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000	107	2000
A flexible coefficient smooth transition time series model MC Medeiros, Á Veiga IEEE transactions on neural networks 16 (1), 97-113, 2005	106*	2005
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH (1, 1) model MC Medeiros, A Veiga Econometric Theory 25 (1), 117-161, 2009	102*	2009
Asymmetric effects and long memory in the volatility of Dow Jones stocks M Scharth, MC Medeiros International Journal of Forecasting 25 (2), 304-327, 2009	95	2009
Asymmetry and long memory in volatility modeling M Asai, M McAleer, MC Medeiros Journal of Financial Econometrics 10 (3), 495-512, 2012	93*	2012
Modeling exchange rates: smooth transitions, neural networks, and linear models MC Medeiros, Á Veiga, CE Pedreira IEEE Transactions on Neural Networks 12 (4), 755-764, 2001	80	2001
Is corruption good for your health? G Lichand, M Lopes, MC Medeiros	78*

Systemet kan ikke foretage handlingen nu. Prøv igen senere.

Artikler 1–20

Henvisninger pr. år

Dublerede henvisninger

Flettede henvisninger

Tilføj medforfattereMedforfattere

Følg

Citeret af

Medforfattere