4
H index
1
i10 index
31
Citations
Leandro dos Santos Maciel : Citation Profile
Universidade de São Paulo | RESEARCH PRODUCTION: 14 Articles 3 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
12 years (2011 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Leandro dos Santos Maciel. | Is cited by:
| Cites to:
|
Main data
Where Leandro dos Santos Maciel has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Economics | 2 |
Recent works citing Leandro dos Santos Maciel (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Forecasting realized volatility: Does anything beat linear models?. (2024). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598. Full description at Econpapers || Download paper |
| 2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
| 2024 | Are markets sentiment driving the price bubbles in the virtual?. (2024). Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam ; Naoui, Kamel ; Hamdi, Haykel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285. Full description at Econpapers || Download paper |
| 2024 | Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
Works by Leandro dos Santos Maciel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Derivativos sobre Commodities Influenciam a Volatilidade dos Preços à Vista? Uma análise nos mercados de boi gordo e café arábica no Brasil In: Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR). [Full Text][Citation analysis] | article | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | ||
| 2011 | Apreçamentode opções de dólar no Brasil: umaavaliação dos modelos de redes neurais In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2011 | PRECIFICAÇÃO DE OPÇÕES DE TAXA DE JUROSNO BRASIL: UMA ANÃLISE DOS MODELOS DE BLACK, VASICEK, CIR E REDESNEURAIS RECORRENTES In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | AN EVOLVING FUZZY-GARCH APPROACH FORFINANCIAL VOLATILITY MODELING AND FORECASTING In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2012 | A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting.(2013) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 2016 | A differential evolution algorithm for yield curve estimation In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2021 | A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2011 | Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system In: Fuzzy Economic Review. [Citation analysis] | article | 0 |
| 2019 | Financial interval time series modelling and forecasting using threshold autoregressive models In: International Journal of Business Innovation and Research. [Full Text][Citation analysis] | article | 0 |
| 2018 | Evolving fuzzy modelling for yield curve forecasting In: International Journal of Economics and Business Research. [Full Text][Citation analysis] | article | 4 |
| 2021 | Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2023 | How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 13 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team