Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods von Medeiros, Marcelo C., Vasconcelos, Gabriel F. R., Veiga, Álvaro, Zilberman, Eduardo

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MODELING AND FORECASTING LARGE REALIZED COVARIANCE MATRICES AND PORTFOLIO CHOICE von CALLOT, LAURENT A. F., KOCK, ANDERS B., MEDEIROS, MARCELO C.

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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries von McAleer, Michael, Medeiros, Marcelo C.

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Modeling and predicting the CBOE market volatility index von Fernandes, Marcelo, Medeiros, Marcelo C., Scharth, Marcel

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Machine learning advances for time series forecasting von Masini, Ricardo P., Medeiros, Marcelo C., Mendes, Eduardo F.

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ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors von Medeiros, Marcelo C., Mendes, Eduardo F.

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Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity von Masini, Ricardo, Medeiros, Marcelo C.

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Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction von Fan, Jianqing, Masini, Ricardo, Medeiros, Marcelo C.

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ArCo: An artificial counterfactual approach for high-dimensional panel time-series data von Carvalho, Carlos, Masini, Ricardo, Medeiros, Marcelo C.

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Counterfactual Analysis and Inference With Nonstationary Data von Masini, Ricardo, Medeiros, Marcelo C.

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Bridging factor and sparse models von Fan, Jianqing, Masini, Ricardo P., Medeiros, Marcelo C.

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Realized Volatility: A Review von McAleer, Michael, Medeiros, Marcelo C.

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From zero to hero: Realized partial (co)variances von Bollerslev, Tim, Medeiros, Marcelo C., Patton, Andrew J., Quaedvlieg, Rogier

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Asymmetric effects and long memory in the volatility of Dow Jones stocks von Scharth, Marcel, Medeiros, Marcelo C.

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Short-term Covid-19 forecast for latecomers von Medeiros, Marcelo C., Street, Alexandre, Valladão, Davi, Vasconcelos, Gabriel, Zilberman, Eduardo

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Linear programming-based estimators in simple linear regression von Preve, Daniel, Medeiros, Marcelo C.

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Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations von Masini, Ricardo P., Medeiros, Marcelo C., Mendes, Eduardo F.

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Modeling the evolution of deaths from infectious diseases with functional data models: The case of COVID‐19 in Brazil von Collazos, Julian A. A., Dias, Ronaldo, Medeiros, Marcelo C.

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Jumps in stock prices: New insights from old data von Johnson, James A., Medeiros, Marcelo C., Paye, Bradley S.

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A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity von Kappe, Eelco, DeSarbo, Wayne S., Medeiros, Marcelo C.

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