Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por autor "Medeiros, Marcelo C."

Itens para a visualização no momento 1-3 of 3

    • Estimating strategic complementarity in a state-dependent pricing model 

      Berriel, Tiago Couto; Bonomo, Marco Antônio Cesar; Correa, Arnildo da Silva; Medeiros, Marcelo C.
      2013-05
      Apresentação dos palestrantes Marco Bonomo - Insper e Tiago Berriel - FGV EPGE no contexto do evento "3rd Global Conference - Business Cycles". Mais informações em: <http://epge.fgv.br/conferencias/business-cycles/pt/index.php>.

    • Modelling and forecasting the volatility of brazilian asset returns: a realized variance approach 

      Medeiros, Marcelo C.
      2004-06-03
      The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe ...

    • Tree-structured smooth transition models 

      Medeiros, Marcelo C.
      2005-11-03
      The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). ...