Concepedia

Marcelo Fernandes

MF

Statistics

Publications

26

Citations

943

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 economics, econometrics, and financial economics.

Publications per year

1988–2019

26

Publications

26

A family of autoregressive conditional duration models

Marcelo Fernandes, Joachim Grammig · Journal of Econometrics · 2004 · 181 citations

Business, Economics, Econometrics +11

Nonparametric specification tests for conditional duration models

Marcelo Fernandes, Joachim Grammig · Journal of Econometrics · 2004 · 110 citations

Social Sciences, Economics, Econometrics +6

Smoothing Quantile Regressions

Marcelo Fernandes, Emmanuel Guerre, Eduardo Horta · Journal of Business and Economic Statistics · 2019 · 110 citations

Natural Sciences, Economics, Econometrics +15

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

Engineering, Materials Engineering, Materials Science +15

Modeling and predicting the CBOE market volatility index

Marcelo Fernandes, Marcelo C. Medeiros, Marcel Scharth · Journal of Banking & Finance · 2013 · 40 citations · Full text

Business, Economics, Finance +17

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