Marcelo C. Medeiros

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	전체	2020년 이후
서지정보	5801	2783
h-index	35	22
i10-index	64	43

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Alvaro VeigaProfessor Associado, Departamento de Engenharia Elétrica, PUC-Rioele.puc-rio.br의 이메일 확인됨
Michael McAleerProfessor of Quantitative Finance, Erasmus University Rotterdamese.eur.nl의 이메일 확인됨
Eduardo Fonseca MendesAssistant Professor at Fundação Getulio Vargasfgv.br의 이메일 확인됨
Marcio G.P. GarciaFull Professor, PUC-Rioecon.puc-rio.br의 이메일 확인됨
Marcelo FernandesSao Paulo School of Economics, FGVfgv.br의 이메일 확인됨
Manabu ASAISoka Universitysoka.ac.jp의 이메일 확인됨
Marcel ScharthUniversity of Sydney Business Schoolsydney.edu.au의 이메일 확인됨
Dick van DijkProfessor of Financial Econometrics, Erasmus University Rotterdamese.eur.nl의 이메일 확인됨
Anders Bredahl KockUniversity of Oxfordeconomics.ox.ac.uk의 이메일 확인됨
Guilherme LichandAssistant Professor of Education, Stanford GSEstanford.edu의 이메일 확인됨
Laurent CallotPrincipal scientist, AWS AI Labsamazon.com의 이메일 확인됨
Waldyr Dutra AreosaDepartment of International Affairs, Central Bank of Brazil and Department of Economics, PUC-RJbcb.gov.br의 이메일 확인됨
Carlos Eduardo PedreiraProfessor, UFRJufrj.br의 이메일 확인됨
Tae-Hwy LeeUniversity of California, Riversideucr.edu의 이메일 확인됨
Mauricio G. C. ResendeUniversity of Washingtonuw.edu의 이메일 확인됨
José Luis AznarteAssociate Professor. Artificial Intelligence Department, UNED.dia.uned.es의 이메일 확인됨
Felix ChanCurtin University cbs.curtin.edu.au의 이메일 확인됨
Jose M. BenitezFull Professor, Universidad de Granadadecsai.ugr.es의 이메일 확인됨
Les OxleyProfessor of Economics, University of Waikatowaikato.ac.nz의 이메일 확인됨
Juliano AssunçãoAssociate Professor, Dept. Economics, PUC-Rioecon.puc-rio.br의 이메일 확인됨

팔로우

Marcelo C. Medeiros

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

illinois.edu의 이메일 확인됨 - 홈페이지

Econometrics


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Realized volatility: A review M McAleer, MC Medeiros Econometric reviews 27 (1-3), 10-45, 2008	691	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	392	2021
Machine Learning Advances for Time Series Forecasting RP Masini, MC Medeiros, EF Mendes Journal of Economic Surveys 37 (1), 76-111, 2023	389	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	377	2005
Modeling and predicting the CBOE market volatility index M Fernandes, MC Medeiros, M Scharth Journal of Banking & Finance 40, 1-10, 2014	340	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	333	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	250	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	196*	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	124	2018
The benefits of bagging for forecast models of realized volatility E Hillebrand, MC Medeiros Econometric Reviews 29 (5-6), 571-593, 2010	123*	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	114	2017
A flexible coefficient smooth transition time series model MC Medeiros, Á Veiga IEEE transactions on neural networks 16 (1), 97-113, 2005	108*	2005
A hybrid linear-neural model for time series forecasting MC Medeiros, Á Veiga IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000	108	2000
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	103*	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	78	2001
Is corruption good for your health? G Lichand, M Lopes, MC Medeiros	77*

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