Concepedia
Statistics
Publications
26
Citations
930
H-Index
18
Active since
1988
Affiliations
Queen Mary University of London(Current)
Fundação Getulio Vargas
University of California San Diego
Escola de Economia de São Paulo
Oak Ridge National Laboratory
Marcelo Fernandes is an author at Queen Mary University of London specializing in engineering, business, and statistics.
Top concepts
EngineeringBusinessStatisticsFinanceEconomicsPhysicsEconometricsApplied PhysicsMaterial ScienceProbability
Publications per year
1988–2019
A family of autoregressive conditional duration models
Marcelo Fernandes, Joachim Grammig · Journal of Econometrics · 2004 · 181 citations
Dynamic Economic Model, Statistics, Econometrics
Nonparametric specification tests for conditional duration models
Marcelo Fernandes, Joachim Grammig · Journal of Econometrics · 2004 · 110 citations
Econometric Model, Economics, Business +4
Smoothing Quantile Regressions
Marcelo Fernandes, Emmanuel Guerre, Eduardo Horta · Journal of Business and Economic Statistics · 2019 · 102 citations
Density Estimation, Quantile Density Estimator, Engineering +10
Ohmic contacts formed by ion mixing in the Si-diamond system
F. Fang, CHARLES A. HEWETT, Marcelo Fernandes et al. · IEEE Transactions on Electron Devices · 1989 · 53 citations
Materials Science, Diamond-like Carbon, Ion Mixing +13
Modeling and predicting the CBOE market volatility index
Marcelo Fernandes, Marcelo C. Medeiros, Marcel Scharth · Journal of Banking & Finance · 2013 · 40 citations · Full text
Volatility Modeling, Financial Economics, Asset Pricing +7
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