Access Statistics for Marcelo Fernandes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A (semi-)parametric functional coefficient autoregressive conditional duration model 2 3 11 47 3 10 31 122
A Family of Autoregressive Conditional Duration Models 1 4 13 105 6 13 30 295
A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data 1 7 41 138 5 19 85 351
A family of autoregressive conditional duration models 2 3 7 12 4 12 50 298
A family of autoregressive conditional duration models 0 2 10 199 7 12 30 452
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 4 12 50 0 8 35 160
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange 0 1 6 31 5 6 28 111
Bounds for the probability distribution function of the linear ACD process 0 0 3 39 2 5 17 206
Central Limit Theorem for Asymmetric Kernel Functionals 0 0 0 1 3 10 32 260
Central limit theorem for asymmetric kernel functionals 0 0 7 87 2 2 17 227
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 2 3 30 2 7 15 170
Estimating the Stochastic Discount Factor without a Utility Function 3 7 25 222 7 19 50 477
FOREIGN CAPITAL AND GENDER DIFFERENCES IN PROMOTIONS: EVIDENCE FROM THE BRAZILIAN TRANSFORMATION INDUSTRY 0 1 4 15 0 3 22 68
Market Microstructure Models and Markov Property 1 4 11 136 3 11 23 269
Market Microstructure Models and the Markov Property 0 0 0 0 2 6 25 380
Modeling and predicting the CBOE market volatility index 4 14 54 197 20 41 164 496
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 1 2 7 175 2 6 21 359
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 1 5 19 229
Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes 1 4 29 158 3 8 49 343
Nonparametric specification tests for conditional duration models 3 4 14 150 4 7 31 362
O mecanismo monetário de transmissão na economia brasileira pós-Plano Real 0 1 3 30 1 2 12 160
Testing The Markov Property with Ultra High Frequency Financial Data 0 2 5 49 4 7 19 236
Testing the Markov property with ultra-high frequency financial data 9 19 56 200 21 50 157 586
Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor 1 2 5 40 4 5 25 233
Total Working Papers 29 86 326 2,111 111 274 987 6,850

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A family of autoregressive conditional duration models 5 13 36 126 8 19 51 237
A multivariate conditional autoregressive range model 1 1 13 59 1 2 21 130
A questão da dinâmica de preços de ativos financeiros 0 0 0 0 7 9 25 121
Bounds for the probability distribution function of the linear ACD process 0 0 0 0 1 1 9 9
Central limit theorem for asymmetric kernel functionals 0 1 9 12 1 4 22 34
Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo 0 3 5 56 2 32 55 297
Economics and literature: an examination of Gulliver’s Travels 1 1 1 1 6 7 7 7
Financial crashes as endogenous jumps: estimation, testing and forecasting 0 0 3 27 0 2 7 62
Nonparametric specification tests for conditional duration models 0 3 8 70 0 4 17 177
O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real 0 0 0 0 2 6 20 173
Semiparametric methods in econometrics 6 9 28 67 10 17 47 127
Testing the Markov property with high frequency data 0 0 2 12 1 2 12 73
Total Journal Articles 13 31 105 430 39 105 293 1,447

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Statistics updated 2009-11-04