Realized volatility: A review M McAleer, MC Medeiros Econometric reviews 27 (1-3), 10-45, 2008 | 661 | 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 | 362 | 2005 |
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 | 317 | 2021 |
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 | 315* | 2008 |
Modeling and predicting the CBOE market volatility index M Fernandes, MC Medeiros, M Scharth Journal of Banking & Finance 40, 1-10, 2014 | 310 | 2014 |
Machine Learning Advances for Time Series Forecasting RP Masini, MC Medeiros, EF Mendes Journal of Economic Surveys 37 (1), 76-111, 2023 | 257 | 2023 |
Building neural network models for time series: a statistical approach MC Medeiros, T Teräsvirta, G Rech Journal of Forecasting 25 (1), 49-75, 2006 | 241 | 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 | 233 | 2008 |
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 | 186* | 2016 |
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 | 135 | 2017 |
The benefits of bagging for forecast models of realized volatility E Hillebrand, MC Medeiros Econometric Reviews 29 (5-6), 571-593, 2010 | 118* | 2010 |
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 | 109 | 2018 |
A flexible coefficient smooth transition time series model MC Medeiros, Á Veiga IEEE transactions on neural networks 16 (1), 97-113, 2005 | 106* | 2005 |
A hybrid linear-neural model for time series forecasting MC Medeiros, Á Veiga IEEE Transactions on Neural Networks 11 (6), 1402-1412, 2000 | 105 | 2000 |
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 | 99 | 2017 |
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 | 99* | 2009 |
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 | 94 | 2009 |
Asymmetry and long memory in volatility modeling M Asai, M McAleer, MC Medeiros Journal of Financial Econometrics 10 (3), 495-512, 2012 | 87* | 2012 |
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 | 80 | 2001 |
Is corruption good for your health? G Lichand, M Lopes, MC Medeiros | 72* | |