Marcelo Fernandes

Escola Brasileira de Administração Pública e de Empresas Fundação Getulio Vargas - Rio de Janeiro / Brazil

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 835881

Brazilian School of Public and Business Administration Getulio Vargas Foundation

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Marcelo Fernandes's MOST POPULAR ARTICLES

1-) Modeling and predicting the CBOE market volatility indexM Fernandes, MC Medeiros, M ScharthJournal of Banking & Finance 40, 1-10, 20142662014

2-) A family of autoregressive conditional duration modelsM Fernandes, J GrammigJournal of Econometrics 130 (1), 1-23, 20062572006

3-) Nonparametric specification tests for conditional duration models M Fernandes, J Grammig Journal of Econometrics 127 (1), 35-68, 2005 1312005

4-) Smoothing quantile regressionsM Fernandes, E Guerre, E HortaJournal of Business & Economic Statistics 39 (1), 338-357, 20211102021

5-) March madness in Wall Street:(What) does the market learn from stress tests?M Fernandes, D Igan, M PinheiroJournal of Banking & Finance 112, 105250, 2020912020

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