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Marcelo C Medeiros

Marcelo C Medeiros

Pontificia Universidade Católica do Rio de Janeiro PUC-RIO - Rio de Janeiro / Brazil
Economics & Econometrics / Economics
AD Scientific Index ID: 835758
Pontifical Catholic University of Rio de Janeiro PUC-Rio
person_outline Marcelo C Medeiros's MOST POPULAR ARTICLES
1-) Realized volatility: A review Econometric reviews 27 (1-3), 10-45, 2008
2-) Machine Learning Advances for Time Series Forecasting Journal of Economic Surveys 37 (1), 76-111, 2023
3-) Forecasting inflation in a data-rich environment: the benefits of machine learning methods Journal of Business & Economic Statistics 39 (1), 98-119, 2021
4-) Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination International Journal of Forecasting 21 (4), 755-774, 2005
5-) Modeling and predicting the CBOE market volatility index Journal of Banking & Finance 40, 1-10, 2014