Marcelo Fernandes

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Guns and Suicides The American Statistician	2023-03-17	Paper
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model Econometric Reviews	2022-06-03	Paper
Extensions to the invariance property of maximum likelihood estimation for affine-transformed state-space models Journal of Time Series Analysis	2021-06-30	Paper
Testing for jump spillovers without testing for jumps Journal of the American Statistical Association	2020-09-15	Paper
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US Journal of Economic Dynamics and Control	2019-11-21	Paper
International market links and volatility transmission Journal of Econometrics	2017-05-12	Paper
Testing for symmetry and conditional symmetry using asymmetric kernels Annals of the Institute of Statistical Mathematics	2015-07-21	Paper
A multivariate conditional autoregressive range model Economics Letters	2013-01-02	Paper
Nonparametric entropy-based tests of independence between stochastic processes Econometric Reviews	2010-05-26	Paper
Financial crashes as endogenous jumps: estimation, testing and forecasting Journal of Economic Dynamics and Control	2008-11-25	Paper
Central limit theorem for asymmetric kernel functionals Annals of the Institute of Statistical Mathematics	2006-09-06	Paper
Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models Communications in Statistics: Theory and Methods	2005-10-17	Paper
Bounds for the probability distribution function of the linear ACD process Statistics & Probability Letters	2005-04-07	Paper

Research outcomes over time

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