Marcelo C. Medeiros

Citeret af

	Alle	Siden 2018
Henvisninger	4422	1977
h-index	32	19
i10-indeks	57	39

600

300

150

450

20032004200520062007200820092010201120122013201420152016201720182019202020212022202331 33 44 51 97 169 170 196 211 235 230 199 219 250 234 243 292 367 424 591 44

Offentlig adgang

Se alle

10 artikler

1 artikel

tilgængelige

ikke tilgængelige

Baseret på krav i forbindelse med finansiering

Medforfattere

Alvaro VeigaProfessor Associado, Departamento de Engenharia Elétrica, PUC-RioBekræftet mail på ele.puc-rio.br
Michael McAleerProfessor of Quantitative Finance, Erasmus University RotterdamBekræftet mail på ese.eur.nl
Marcio G.P. GarciaFull Professor, PUC-RioBekræftet mail på econ.puc-rio.br
Eduardo Fonseca MendesAssistant Professor at Fundação Getulio VargasBekræftet mail på fgv.br
Marcelo FernandesSao Paulo School of Economics, FGVBekræftet mail på fgv.br
Manabu ASAISoka UniversityBekræftet mail på soka.ac.jp
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamBekræftet mail på ese.eur.nl
Marcel ScharthUniversity of Sydney Business SchoolBekræftet mail på sydney.edu.au
Anders Bredahl KockUniversity of OxfordBekræftet mail på economics.ox.ac.uk
Laurent CallotAmazon ResearchBekræftet mail på amazon.com
Carlos Eduardo PedreiraProfessor, UFRJBekræftet mail på ufrj.br
Waldyr Dutra AreosaDepartment of International Affairs, Central Bank of Brazil and Department of Economics, PUC-RJBekræftet mail på bcb.gov.br
Tae-Hwy LeeUniversity of California, RiversideBekræftet mail på ucr.edu
Mauricio G. C. ResendeUniversity of WashingtonBekræftet mail på uw.edu
José Luis AznarteAssociate Professor. Artificial Intelligence Department, UNED.Bekræftet mail på dia.uned.es
Felix ChanCurtin University Bekræftet mail på cbs.curtin.edu.au
Jose M. BenitezFull Professor, Universidad de GranadaBekræftet mail på decsai.ugr.es
Les OxleyProfessor of EconomicsBekræftet mail på waikato.ac.nz
Juliano AssunçãoAssociate Professor, Dept. Economics, PUC-RioBekræftet mail på econ.puc-rio.br
Marco BonomoInsperBekræftet mail på insper.edu.br

Følg

Marcelo C. Medeiros

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

Bekræftet 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	600	2008
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	353	2005
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	291	2008
Modeling and predicting the CBOE market volatility index M Fernandes, MC Medeiros, M Scharth Journal of Banking & Finance 40, 1-10, 2014	266	2014
Building neural network models for time series: a statistical approach MC Medeiros, T Teräsvirta, G Rech Journal of Forecasting 25 (1), 49-75, 2006	232	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	214	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	195	2021
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	145*	2016
A flexible coefficient smooth transition time series model MC Medeiros, Á Veiga IEEE transactions on neural networks 16 (1), 97-113, 2005	104*	2005
The benefits of bagging for forecast models of realized volatility E Hillebrand, MC Medeiros Econometric Reviews 29 (5-6), 571-593, 2010	103*	2010
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	100*	2009
A hybrid linear-neural model for time series forecasting MC Medeiros, Á Veiga IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000	98	2000
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	97	2017
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	92	2009
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	80	2018
Asymmetry and long memory in volatility modeling M Asai, M McAleer, MC Medeiros Journal of Financial Econometrics 10 (3), 495-512, 2012	80*	2012
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	79	2017
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	74	2001
Monetary policy during Brazil's Real Plan: estimating the Central Bank's reaction function MJS Salgado, MGP Garcia, MC Medeiros Revista Brasileira de Economia 59, 61-79, 2005	70*	2005
Machine Learning Advances for Time Series Forecasting RP Masini, MC Medeiros, EF Mendes https://arxiv.org/abs/2012.12802, 2020	63	2020

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