A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting

von Maciel, Leandro
Veröffentlicht in Advances in financial risk management (2013)

Financial interval time series modelling and forecasting using threshold autoregressive models

von Maciel, Leandro
Veröffentlicht in International journal of business innovation and research (2019)

Technical analysis based on high and low stock prices forecasts : evidence for Brazil using a fractionally cointegrated VAR model

von Maciel, Leandro
Veröffentlicht in Empirical economics (2020)

Brazilian stock-market efficiency before and after COVID-19 : the roles of fractality and predictability

von Maciel, Leandro S.
Veröffentlicht in Global finance journal (2023)

A new approach to portfolio management in the Brazilian equity market : does assets efficiency level improve performance?

von Maciel, Leandro S.
Veröffentlicht in The quarterly review of economics and finance (2021)

Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system

von Maciel, Leandro S.
Veröffentlicht in Fuzzy economic review (2011)

A Fuzzy Model for Interval-Valued Time Series Modeling and Application in Exchange Rate Forecasting

von Maciel, Leandro
Veröffentlicht in IPMU (18. : 2020 : Lissabon) Information processing and management of uncertainty in knowledge-based systems ; Part 3 (2020)

Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting

von Maciel, Leandro
Veröffentlicht in Computational economics (2016)

Evolving fuzzy modelling for yield curve forecasting

von Maciel, Leandro
Veröffentlicht in International journal of economics and business research (2018)

Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks

von Silveira, Rodrigo Lanna Franco da
Veröffentlicht in Revista brasileira de economia de empresas (2014)

Impacto dos contratos futuros do Ibovespa na volatilidade dos índices de ações no Brasil : uma análise na crise do subprime = Impacts of Ibovespa futures contact on the stock ind...

von Maciel, Leandro
Veröffentlicht in Estudos econômicos (-2012)