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Medeiros, Marcelo C.

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Author ID: medeiros.marcelo-c Recent zbMATH articles by "Medeiros, Marcelo C."
Published as: Medeiros, Marcelo C.
External Links: ORCID · dblp
Documents Indexed: 20 Publications since 2001

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 118 times in 100 Documents Cited by Year
Realized volatility: a review. Zbl 1148.62089
McAleer, Michael; Medeiros, Marcelo C.
35
2008
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries. Zbl 1429.62405
McAleer, Michael; Medeiros, Marcelo C.
16
2008
Modelling and forecasting noisy realized volatility. Zbl 1241.91135
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C.
12
2012
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH(1,1) model. Zbl 1231.62162
Medeiros, Marcelo C.; Veiga, Alvaro
11
2009
Local global neural networks: a new approach for nonlinear time series modeling. Zbl 1055.62106
Suárez-Fariñas, Mayte; Pedreira, Carlos E.; Medeiros, Marcelo C.
10
2004
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors. Zbl 1390.62179
Medeiros, Marcelo C.; Mendes, Eduardo F.
8
2016
Diagnostic checking in a flexible nonlinear time series model. Zbl 1036.62086
Medeiros, Marcelo C.; Veiga, Alvaro
7
2003
Moment-based estimation of smooth transition regression models with endogenous variables. Zbl 1441.62591
Areosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C.
5
2011
The benefits of bagging for forecast models of realized volatility. Zbl 1201.91228
Hillebrand, Eric; Medeiros, Marcelo C.
4
2010
Linear programming-based estimators in simple linear regression. Zbl 1441.62845
Preve, Daniel; Medeiros, Marcelo C.
3
2011
Piecewise linear time series estimation with GRASP. Zbl 1168.90590
Medeiros, Marcelo C.; Resende, Mauricio G. C.; Veiga, Alvaro
2
2001
Linearity testing for fuzzy rule-based models. Zbl 1191.62144
Aznarte, José Luis; Medeiros, Marcelo C.; Benítez, José M.
1
2010
Testing for remaining autocorrelation of the residuals in the framework of fuzzy rule-based time series modelling. Zbl 1194.62098
Aznarte, José Luis; Medeiros, Marcelo C.; Benítez, José M.
1
2010
ArCo: an artificial counterfactual approach for high-dimensional panel time-series data. Zbl 1452.62891
Carvalho, Carlos; Masini, Ricardo; Medeiros, Marcelo C.
1
2018
Tree-structured smooth transition regression models. Zbl 1452.62044
Corrêa da Rosa, Joel; Veiga, Alvaro; Medeiros, Marcelo C.
1
2008
An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals. Zbl 1429.62686
Medeiros, Marcelo C.; McAleer, Michael; Slottje, Daniel; Ramos, Vicente; Rey-Maquieira, Javier
1
2008
ArCo: an artificial counterfactual approach for high-dimensional panel time-series data. Zbl 1452.62891
Carvalho, Carlos; Masini, Ricardo; Medeiros, Marcelo C.
1
2018
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors. Zbl 1390.62179
Medeiros, Marcelo C.; Mendes, Eduardo F.
8
2016
Modelling and forecasting noisy realized volatility. Zbl 1241.91135
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C.
12
2012
Moment-based estimation of smooth transition regression models with endogenous variables. Zbl 1441.62591
Areosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C.
5
2011
Linear programming-based estimators in simple linear regression. Zbl 1441.62845
Preve, Daniel; Medeiros, Marcelo C.
3
2011
The benefits of bagging for forecast models of realized volatility. Zbl 1201.91228
Hillebrand, Eric; Medeiros, Marcelo C.
4
2010
Linearity testing for fuzzy rule-based models. Zbl 1191.62144
Aznarte, José Luis; Medeiros, Marcelo C.; Benítez, José M.
1
2010
Testing for remaining autocorrelation of the residuals in the framework of fuzzy rule-based time series modelling. Zbl 1194.62098
Aznarte, José Luis; Medeiros, Marcelo C.; Benítez, José M.
1
2010
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH(1,1) model. Zbl 1231.62162
Medeiros, Marcelo C.; Veiga, Alvaro
11
2009
Realized volatility: a review. Zbl 1148.62089
McAleer, Michael; Medeiros, Marcelo C.
35
2008
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries. Zbl 1429.62405
McAleer, Michael; Medeiros, Marcelo C.
16
2008
Tree-structured smooth transition regression models. Zbl 1452.62044
Corrêa da Rosa, Joel; Veiga, Alvaro; Medeiros, Marcelo C.
1
2008
An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals. Zbl 1429.62686
Medeiros, Marcelo C.; McAleer, Michael; Slottje, Daniel; Ramos, Vicente; Rey-Maquieira, Javier
1
2008
Local global neural networks: a new approach for nonlinear time series modeling. Zbl 1055.62106
Suárez-Fariñas, Mayte; Pedreira, Carlos E.; Medeiros, Marcelo C.
10
2004
Diagnostic checking in a flexible nonlinear time series model. Zbl 1036.62086
Medeiros, Marcelo C.; Veiga, Alvaro
7
2003
Piecewise linear time series estimation with GRASP. Zbl 1168.90590
Medeiros, Marcelo C.; Resende, Mauricio G. C.; Veiga, Alvaro
2
2001
all top 5

Cited by 178 Authors

13 McAleer, Michael
11 Shin, Dongwan
10 Medeiros, Marcelo C.
4 Benítez, José Manuel
4 Hwang, Eunju
3 Asai, Manabu
3 Aznarte, José Luis
3 Chen, Cathy W. S.
3 Gerlach, Richard H.
2 Alemohammad, N.
2 Alizadeh, S. H.
2 Bandi, Federico M.
2 Cheng, Xu
2 Choi, Jieun
2 Corsi, Fulvio
2 Franke, Jürgen
2 Hillebrand, Eric
2 Jones, Owen Dafydd
2 Massacci, Daniele
2 Morimoto, Takayuki
2 Omori, Yasuhiro
2 Preve, Daniel
2 Rezakhah, Saeid
2 Rolls, David A.
2 Russell, Jeffrey R.
2 Slottje, Daniel J.
2 Stockis, Jean-Pierre
2 Tadjuidje-Kamgaing, Joseph
2 Teräsvirta, Timo
2 Thomaidis, Nikos S.
1 Ahn, Jae Youn
1 Alcalá-Fdez, Jesús
1 Alemany, N.
1 Allen, David E.
1 Andersen, Torben G.
1 Andrews, Donald Wilfrid Kao
1 Aragó, V.
1 Arauzo, Antonio
1 Areosa, Waldyr Dutra
1 Audrino, Francesco
1 Aznarte M., José Luis
1 Ballini, Rosangela
1 Barunik, Jozef
1 Battaglia, Francesco Paolo
1 Bayer, Christian
1 Bemporad, Alberto
1 Boldea, Otilia
1 Bollerslev, Tim
1 Bordignon, Silvano
1 Cao, Yi
1 Castro, Juan Luis
1 Chan, Felix T. S.
1 Chang, Chialin
1 Chen, Bei
1 Chen, C. L. Philip
1 Chen, Long
1 Chen, Shiyi
1 Chen, Zhao
1 Chinipardaz, Rahim
1 Chng, Michael T.
1 Cho, Soojin
1 Choi, Hyunhee
1 Chow, Ying-Foon
1 Chronopoulou, Alexandra
1 Craioveanu, Mihaela
1 de Angelis, Daniela
1 De Gooijer, Jan G.
1 Di Gangi, Leonardo
1 Dissanayake, Gnanadarsha Sanjaya
1 Dobrev, Dobrislav
1 Dounias, George D.
1 Dounias, Georgios D.
1 Duong, Diep
1 Eklund, Bruno
1 Fengler, Matthias R.
1 Fresoli, Diego E.
1 Friz, Peter Karl
1 Gan, Min
1 Gao, Jiti
1 Gatheral, Jim
1 Gel, Yulia R.
1 Giurcanu, Mihai C.
1 Goto, Masashi
1 Hall, Alastair R.
1 Hickman, Matthew
1 Hizu, Takayuki
1 Hollstein, Fabian
1 Holt, Matthew T.
1 Hoti, Suhejla
1 Huang, Jinshan
1 Jensen, Søren Tolver
1 Jiang, Ying
1 Jin, Shusong
1 Kang, Moonsu
1 Kawasaki, Yoshinori
1 Kobayashi, Masahito
1 Krehlik, Tomas
1 Kunitomo, Naoto
1 Lam, James T. K.
1 Lange, Theis
...and 78 more Authors

Citations by Year