Leandro dos Santos Maciel : Citation Profile

Universidade de São Paulo

4

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

16

Articles

3

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 2
   Journals where Leandro dos Santos Maciel has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (2.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma3473
   Updated: 2025-12-20    RAS profile: 2025-12-10    
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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:

Fantazzini, Dean (2)

Panagiotidis, Theodore (2)

Papapanagiotou, Georgios (2)

Stengos, Thanasis (2)

Rubesam, Alexandre (1)

ARGUEDAS SANZ, RAQUEL (1)

Hardy, Nicolas (1)

Righi, Marcelo (1)

Lyócsa, Štefan (1)

Gil-Alana, Luis (1)

Zevallos, Mauricio (1)

Cites to:

Diebold, Francis (10)

Bollerslev, Tim (8)

Cheung, Yin-Wong (6)

Mariano, Roberto (6)

Degiannakis, Stavros (6)

Campbell, John (5)

Tiwari, Aviral (5)

Menkhoff, Lukas (5)

Jagannathan, Ravi (5)

Yoon, Seong-Min (5)

Wan, Alan (5)

Main data

Where Leandro dos Santos Maciel has published?

Journals with more than one article published# docs
International Journal of Finance & Economics2
Computational Economics2

Recent works citing Leandro dos Santos Maciel (2025 and 2024)

YearTitle of citing document
2024Use of Artificial Intelligence in Ethereum Forecasting: The Deep Learning Models RNN and CNN with Ensemble Averaging Technique. (2024). Fozia, Narayan Nepal. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:5:p:266-274.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Zevallos, Mauricio ; Rubesam, Alexandre ; Branco, Rafael R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

Full description at Econpapers || Download paper

2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2025Nonbank financial institutions and financial stability: Time series analysis. (2025). Lu, Xiaoyong ; Huang, Xiaoqing ; Zheng, Licheng. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015733.

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2024Are markets sentiment driving the price bubbles in the virtual?. (2024). ben Osman, Myriam ; Guesmi, Khaled ; Naoui, Kamel ; Hamdi, Haykel ; Galariotis, Emilios. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024Improved Financial Predicting Method Based on Time Series Long Short-Term Memory Algorithm. (2024). Zhou, Yang ; Li, Kangyi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1074-:d:1369148.

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2025Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations. (2025). Gulay, Emrah ; Akgun, Omer Burak. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10694-2.

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2024AHP based on scenarios and the optimism coefficient for new and risky projects: case of independent criteria. (2024). Gaspars-Wieloch, Helena. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06197-w.

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2024How can one improve SAW and max-min multi-criteria rankings based on uncertain decision rules?. (2024). Gaspars-Wieloch, Helena ; Gawroski, Dominik. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:1:p:131-148:id:7.

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Leandro dos Santos Maciel is editor of

Journal
RAUSP Management Journal

Works by Leandro dos Santos Maciel:

YearTitleTypeCited
2014Derivativos 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]		article0
2014Derivativos sobre Commodities Influenciam a Volatilidade dos Preços à Vista? Uma análise nos mercados de boi gordo e café arábica no Brasil.(2014) In: Revista de Economia e Sociologia Rural (RESR).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2011Apreçamentode 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]		paper0
2011PRECIFICAÇÃO DE OPÇÕES DE TAXA DE JUROSNO BRASIL: UMA ANÁLISE 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]		paper0
2014AN 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]		paper6
2016Evolving 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
2012A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article1
2013A 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
2016A differential evolution algorithm for yield curve estimation In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2021A 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]		article1
2022Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2011Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system In: Fuzzy Economic Review.
[Citation analysis]		article0
2019Financial interval time series modelling and forecasting using threshold autoregressive models In: International Journal of Business Innovation and Research.
[Full Text][Citation analysis]		article1
2018Evolving fuzzy modelling for yield curve forecasting In: International Journal of Economics and Business Research.
[Full Text][Citation analysis]		article4
2021Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting In: Computational Economics.
[Full Text][Citation analysis]		article1
2020Technical 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]		article4
2023How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2021Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article15
2025Market Efficiency and Equity Risk Premium Predictability In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2025A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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