Marcelo Cunha Medeiros

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2022
Forecasting with Machine Learning Methods
Medeiros, M. C., 2022, Advanced Studies in Theoretical and Applied Econometrics. Springer, p. 111-149 39 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 53).
Research output: Chapter in Book/Report/Conference proceeding › Chapter
2020
Penalized Time Series Regression
Kock, A. B., Medeiros, M. & Vasconcelos, G., 2020, Advanced Studies in Theoretical and Applied Econometrics. Springer Netherlands, p. 193-228 36 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).
Research output: Chapter in Book/Report/Conference proceeding › Chapter
2011
A term structure model for defaultable European sovereign bonds
Burity, P., Medeiros, M. & Vereda, L., Jan 1 2011, Developments in Macro-Finance Yield Curve Modelling. Cambridge University Press, p. 457-503 47 p.
Research output: Chapter in Book/Report/Conference proceeding › Chapter
2008
Estimating and forecasting GARCH models in the presence of structural breaks and regime switches
Hillebrand, E. & Medeiros, M. C., 2008, Forecasting in the Presence of Structural Breaks and Model Uncertainty. Emerald Group Publishing Ltd., p. 303-327 25 p. (Frontiers of Economics and Globalization; vol. 3).
Research output: Chapter in Book/Report/Conference proceeding › Chapter

Research output