Authors: McAleer, Michael Medeiros, Marcelo C.

Citation: Mcaleer, Michael et C. Medeiros, Marcelo, Realized volatility: a review, Econometric reviews , 27(1-3), 2008, pp. 10-45

Authors: Callot, Laurent A.F. Kock, Anders B. Medeiros, Marcelo C.

Citation: Callot, Laurent A.f et al., Modeling and forecasting large realized covariance matrices and portfolio choice, Journal of applied econometrics , 32(1), 2017, pp. 140-158

Authors: Maasoumi, Esfandiar Medeiros, Marcelo C.

Citation: Maasoumi, Esfandiar et C. Medeiros, Marcelo, The link between statistical learning theory and econometrics: applications in economics, finance, and marketing, Econometric reviews , 29(5-6), 2010, pp. 470-475

Authors: Hillebrand, Eric Medeiros, Marcelo C.

Citation: Hillebrand, Eric et C. Medeiros, Marcelo, The benefits of bagging for forecast models of realized volatility, Econometric reviews , 29(5-6), 2010, pp. 571-593

Authors: Audrino, Francesco Medeiros, Marcelo C.

Citation: Audrino, Francesco et C. Medeiros, Marcelo, Modeling and forecasting short-term interest rates: the benefits of smooth regimes, macroeconomic variables, and bagging, Journal of applied econometrics , 26(6), 2011, pp. 999-1022