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 5 6 12 44
Apreçamentode opções de dólar no Brasil: umaavaliação dos modelos de redes neurais 0 0 0 4 0 1 6 31
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 5 44
Total Working Papers 0 0 0 34 6 8 23 119

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 3 5 5 2 8 13 13
A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting 0 0 0 7 3 12 24 86
A differential evolution algorithm for yield curve estimation 0 0 1 18 4 6 11 61
A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? 0 0 1 4 3 8 18 32
Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes 0 2 4 13 1 4 26 46
Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? 0 1 6 29 8 15 38 103
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 1 8 22
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 4 6 13 14
Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting 0 0 0 16 1 5 16 115
Evolving fuzzy modelling for yield curve forecasting 0 0 1 4 0 0 5 27
Financial interval time series modelling and forecasting using threshold autoregressive models 0 0 0 9 3 5 9 38
Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting 0 0 1 8 0 1 15 48
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality 0 0 3 15 1 4 18 36
Market Efficiency and Equity Risk Premium Predictability 0 1 5 5 4 20 35 35
Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system 0 0 0 0 1 2 7 94
Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model 0 0 0 21 0 2 25 183
Total Journal Articles 1 7 27 157 36 99 281 953

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 1 1 4 9
Total Chapters 0 0 0 0 1 1 4 9

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06