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M

Marcelo Fernandes

Sao Paulo School of Economics

18H指数
108论文数
1.1K被引数
收录论文 12
发表时间
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Forecasting realized volatility using news flow利用新闻流预测已实现波动率
errquarterly review of economics and finance
IF0
err2025-09-04
err0
PREAI
errMarcelo Fernandes; Murilo A.P. Pereira
err分享
err收藏
The equity premium and the disconnect between uncertainty and volatility: A global perspective股权溢价以及不确定性与波动性之间的脱节：一个全球视角
errquarterly review of economics and finance
IF0
err2025-06-23
err0
PREAI
errMarcelo Fernandes; Bradley Paye; Carolina Magda da Silva Roma
err分享
err收藏
March madness in Wall Street: (What) does the market learn from stress tests?
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-03-01
err28
errOAAI
errFernandes, Marcelo; Igan, Deniz; Pinheiro, Marcelo
err分享
err收藏
Testing for Jump Spillovers Without Testing for Jumps
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2019-06-19
err3
errOAAI
errCorradi, Valentina; Distaso, Walter; Fernandes, Marcelo
err分享
err收藏
Forecasting the Brazilian yield curve using forward-looking variables
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2017-01-01
err10
errOAAI
errVieira, Fausto; Fernandes, Marcelo; Chague, Fernando
err分享
err收藏
Modeling and predicting the CBOE market volatility index
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-03-01
err168
errOAAI
errFernandes, Marcelo; Medeiros, Marcelo C.; Scharth, Marcel
err分享
err收藏
International market links and volatility transmission
errJOURNAL OF ECONOMETRICS
IF4
err2012-09-01
err19
PREAI
errCorradi, Valentina; Distaso, Walter; Fernandes, Marcelo
err分享
err收藏
Semiparametric methods in econometrics
errJOURNAL OF ECONOMETRICS
IF4
err2007-11-01
err1
PREAI
errFernandes, Marcelo; Linton, Oliver; Scaillet, Olivier
err分享
err收藏
Testing the Markov property with high frequency data
errJOURNAL OF ECONOMETRICS
IF4
err2007-11-01
err12
PREAI
errde Matosa, Joao Amaro; Fernandes, Marcelo
err分享
err收藏
A family of autoregressive conditional duration models
errJOURNAL OF ECONOMETRICS
IF4
err2006-01-01
err99
errOAAI
errFernandes, M; Grammig, J
err分享
err收藏
Nonparametric specification tests for conditional duration models条件持续时间模型的非参数规格检验
errJOURNAL OF ECONOMETRICS
IF4
err2005-07-01
err53
errOAAI
errFernandes, M; Grammig, J
err分享
err收藏
Non-linearity and exchange rates
errJOURNAL OF FORECASTING
IF2.7
err1998-12-01
err8
PREAI
errFernandes, M
err分享
err收藏

研究方向

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合作学者
合作期刊
O
Oliver Linton
H 指数: 42 · 论文数: 424
O
Olivier Scaillet
H 指数: 35 · 论文数: 232
V
Valentina Corradi
H 指数: 33 · 论文数: 186
D
Deniz Igan
H 指数: 33 · 论文数: 173
M
Marcelo C. Medeiros
H 指数: 25 · 论文数: 182
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