Marcelo Fernandes

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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!

PublicationDate of PublicationType
Smoothing Quantile Regressions
Journal of Business and Economic Statistics
2024-10-11Paper
Diffuse Kalman filtering with linear constraints on the state parameters
Communications in Statistics: Theory and Methods
2023-11-17Paper
Testing the Markov property with high frequency data
Journal of Econometrics
2016-05-25Paper
A family of autoregressive conditional duration models
Journal of Econometrics
2016-04-18Paper
Nonparametric specification tests for conditional duration models
Journal of Econometrics
2016-03-30Paper


Research outcomes over time


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