Access Statistics for Leandro dos Santos Maciel

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
AN EVOLVING FUZZY-GARCH APPROACH FORFINANCIAL VOLATILITY MODELING AND FORECASTING 0 0 0 16 3 4 5 36
Apreçamentode opções de dólar no Brasil: umaavaliação dos modelos de redes neurais 0 0 0 4 2 3 5 28
PRECIFICAÇÃO DE OPÇÕES DE TAXA DE JUROSNO BRASIL: UMA ANÁLISE DOS MODELOS DE BLACK, VASICEK, CIR E REDESNEURAIS RECORRENTES 0 0 0 14 1 1 4 41
Total Working Papers 0 0 0 34 6 8 14 105


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction 1 2 2 2 3 5 5 5
A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting 0 0 0 7 4 4 8 69
A differential evolution algorithm for yield curve estimation 0 1 1 18 2 4 6 55
A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? 1 1 1 4 3 4 5 19
Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes 1 1 3 11 8 9 21 39
Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? 1 1 6 27 3 8 25 84
Derivativos sobre Commodities Influenciam a Volatilidade dos Preços à Vista? Uma análise nos mercados de boi gordo e café arábica no Brasil 0 0 0 3 1 2 4 16
Derivativos sobre Commodities Influenciam a Volatilidade dos Preços à Vista? Uma análise nos mercados de boi gordo e café arábica no Brasil 0 0 0 0 1 1 2 2
Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting 0 0 0 16 0 1 7 105
Evolving fuzzy modelling for yield curve forecasting 0 0 1 4 1 3 4 26
Financial interval time series modelling and forecasting using threshold autoregressive models 0 0 0 9 1 1 2 31
Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting 1 1 2 8 2 3 9 40
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality 0 0 3 14 3 5 11 28
Market Efficiency and Equity Risk Premium Predictability 0 1 3 3 1 7 11 11
Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system 0 0 0 0 1 2 2 89
Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model 0 0 0 21 14 15 22 180
Total Journal Articles 5 8 22 147 48 74 144 799


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting 0 0 0 0 0 1 4 6
Total Chapters 0 0 0 0 0 1 4 6


Statistics updated 2026-01-09