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 0 2 14 46
Apreçamentode opções de dólar no Brasil: umaavaliação dos modelos de redes neurais 0 0 0 4 0 1 7 32
PRECIFICAÇÃO DE OPÇÕES DE TAXA DE JUROSNO BRASIL: UMA ANÁLISE DOS MODELOS DE BLACK, VASICEK, CIR E REDESNEURAIS RECORRENTES 0 1 1 15 0 1 6 45
Total Working Papers 0 1 1 35 0 4 27 123


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 0 0 5 5 1 3 16 16
A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting 0 0 0 7 0 6 27 92
A differential evolution algorithm for yield curve estimation 0 0 1 18 0 0 11 61
A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? 0 0 1 4 0 0 18 32
Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes 0 1 5 14 1 3 22 49
Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? 0 4 8 33 2 8 41 111
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 2 10 24
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 0 1 14 15
Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting 0 0 0 16 1 1 12 116
Evolving fuzzy modelling for yield curve forecasting 0 1 2 5 0 1 6 28
Financial interval time series modelling and forecasting using threshold autoregressive models 0 0 0 9 0 0 8 38
Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting 0 0 1 8 1 2 15 50
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality 0 0 2 15 3 3 19 39
Market Efficiency and Equity Risk Premium Predictability 0 1 5 6 0 6 40 41
Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system 0 0 0 0 0 2 9 96
Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model 0 2 2 23 0 4 26 187
Total Journal Articles 0 9 32 166 9 42 294 995


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


Statistics updated 2026-08-07