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 1 6 7 39
Apreçamentode opções de dólar no Brasil: umaavaliação dos modelos de redes neurais 0 0 0 4 0 4 6 30
PRECIFICAÇÃO DE OPÇÕES DE TAXA DE JUROSNO BRASIL: UMA ANÁLISE DOS MODELOS DE BLACK, VASICEK, CIR E REDESNEURAIS RECORRENTES 0 0 0 14 0 3 4 43
Total Working Papers 0 0 0 34 1 13 17 112


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 2 3 4 4 2 5 7 7
A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting 0 0 0 7 5 14 18 79
A differential evolution algorithm for yield curve estimation 0 0 1 18 0 2 5 55
A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? 0 1 1 4 1 9 11 25
Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes 1 2 3 12 1 12 23 43
Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? 0 2 6 28 2 9 29 90
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 0 6 8 21
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 2 9 9 10
Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting 0 0 0 16 2 7 14 112
Evolving fuzzy modelling for yield curve forecasting 0 0 1 4 0 2 5 27
Financial interval time series modelling and forecasting using threshold autoregressive models 0 0 0 9 2 5 6 35
Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting 0 1 2 8 1 10 17 48
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality 0 1 3 15 2 9 16 34
Market Efficiency and Equity Risk Premium Predictability 1 2 5 5 6 11 21 21
Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system 0 0 0 0 1 5 6 93
Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model 0 0 0 21 1 16 24 182
Total Journal Articles 4 12 26 154 28 131 219 882


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 2 3 8
Total Chapters 0 0 0 0 0 2 3 8


Statistics updated 2026-03-04