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Artigo de periodico
A dynamic fuzzy modeling method for interval time series and applications in range-based volatility prediction (2025)
Maciel, Leandro dos Santos ; Yamachi, Gustavo Yuji Osawa; Nazato, Vinicius Roberto Simões; Gomide, Fernando
Source: Journal of Forecasting. Unidade: FEA
Subjects: LÓGICA FUZZY, ANÁLISE DE SÉRIES TEMPORAIS, MODELAGEM DE DADOS, MERCADO FINANCEIRO, GESTÃO DE NEGÓCIOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MACIEL, Leandro dos Santos et al. A dynamic fuzzy modeling method for interval time series and applications in range-based volatility prediction. Journal of Forecasting, v. 44, n. 8, p. 2459–2477, 2025Tradução . . Disponível em: https://onlinelibrary.wiley.com/doi/epdf/10.1002/for.70018. Acesso em: 22 jan. 2026.
APA
Maciel, L. dos S., Yamachi, G. Y. O., Nazato, V. R. S., & Gomide, F. (2025). A dynamic fuzzy modeling method for interval time series and applications in range-based volatility prediction. Journal of Forecasting, 44( 8), 2459–2477. doi:10.1002/for.70018
NLM
Maciel L dos S, Yamachi GYO, Nazato VRS, Gomide F. A dynamic fuzzy modeling method for interval time series and applications in range-based volatility prediction [Internet]. Journal of Forecasting. 2025 ; 44( 8): 2459–2477.[citado 2026 jan. 22 ] Available from: https://onlinelibrary.wiley.com/doi/epdf/10.1002/for.70018
Vancouver
Maciel L dos S, Yamachi GYO, Nazato VRS, Gomide F. A dynamic fuzzy modeling method for interval time series and applications in range-based volatility prediction [Internet]. Journal of Forecasting. 2025 ; 44( 8): 2459–2477.[citado 2026 jan. 22 ] Available from: https://onlinelibrary.wiley.com/doi/epdf/10.1002/for.70018
Artigo de periodico
Parametric quantile autoregressive conditional duration models with application to intraday value‐at‐risk forecasting (2025)
Saulo, Helton ; Pal, Suvra; Souza, Rubens; Vila, Roberto ; Dasilva, Alan
Source: Journal of Forecasting. Unidade: IME
Subjects: MODELAGEM DE DADOS, OPERAÇÃO FINANCEIRA, SIMULAÇÃO (ESTATÍSTICA), MÉTODO DE MONTE CARLO, MODELOS EM SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SAULO, Helton et al. Parametric quantile autoregressive conditional duration models with application to intraday value‐at‐risk forecasting. Journal of Forecasting, v. 44, n. 2, p. 589-605, 2025Tradução . . Disponível em: https://doi.org/10.1002/for.3214. Acesso em: 22 jan. 2026.
APA
Saulo, H., Pal, S., Souza, R., Vila, R., & Dasilva, A. (2025). Parametric quantile autoregressive conditional duration models with application to intraday value‐at‐risk forecasting. Journal of Forecasting, 44( 2), 589-605. doi:10.1002/for.3214
NLM
Saulo H, Pal S, Souza R, Vila R, Dasilva A. Parametric quantile autoregressive conditional duration models with application to intraday value‐at‐risk forecasting [Internet]. Journal of Forecasting. 2025 ; 44( 2): 589-605.[citado 2026 jan. 22 ] Available from: https://doi.org/10.1002/for.3214
Vancouver
Saulo H, Pal S, Souza R, Vila R, Dasilva A. Parametric quantile autoregressive conditional duration models with application to intraday value‐at‐risk forecasting [Internet]. Journal of Forecasting. 2025 ; 44( 2): 589-605.[citado 2026 jan. 22 ] Available from: https://doi.org/10.1002/for.3214
Artigo de periodico
Can Brazilian Central Bank communication help to predict the yield curve? (2023)
Alves, Cássio Roberto de Andrade; Abraham, Kuruvilla Joseph ; Laurini, Marcio Poletti
Source: Journal of Forecasting. Unidades: ICMC, FEARP
Subjects: RECONHECIMENTO DE PADRÕES, INFERÊNCIA BAYESIANA, POLÍTICA MONETÁRIA, BANCO CENTRAL, JUROS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ALVES, Cássio Roberto de Andrade e ABRAHAM, Kuruvilla Joseph e LAURINI, Marcio Poletti. Can Brazilian Central Bank communication help to predict the yield curve?. Journal of Forecasting, v. 42, n. 6, p. 1429-1444, 2023Tradução . . Disponível em: https://doi.org/10.1002/for.2964. Acesso em: 22 jan. 2026.
APA
Alves, C. R. de A., Abraham, K. J., & Laurini, M. P. (2023). Can Brazilian Central Bank communication help to predict the yield curve? Journal of Forecasting, 42( 6), 1429-1444. doi:10.1002/for.2964
NLM
Alves CR de A, Abraham KJ, Laurini MP. Can Brazilian Central Bank communication help to predict the yield curve? [Internet]. Journal of Forecasting. 2023 ; 42( 6): 1429-1444.[citado 2026 jan. 22 ] Available from: https://doi.org/10.1002/for.2964
Vancouver
Alves CR de A, Abraham KJ, Laurini MP. Can Brazilian Central Bank communication help to predict the yield curve? [Internet]. Journal of Forecasting. 2023 ; 42( 6): 1429-1444.[citado 2026 jan. 22 ] Available from: https://doi.org/10.1002/for.2964
Artigo de periodico
Forecasting the term structure of interest rates using integrated nested laplace approximations (2014)
Laurini, Marcio Poletti ; Hotta, Luiz Koodi
Source: Journal of Forecasting. Unidade: FEARP
Subjects: FUNÇÕES DE LAPLACE, INFERÊNCIA BAYESIANA, TESOURO NACIONAL, TAXA DE JUROS, MERCADO FINANCEIRO, MODELOS MATEMÁTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e HOTTA, Luiz Koodi. Forecasting the term structure of interest rates using integrated nested laplace approximations. Journal of Forecasting, v. 33, p. 214-230, 2014Tradução . . Disponível em: https://doi.org/10.1002/for.2288. Acesso em: 22 jan. 2026.
APA
Laurini, M. P., & Hotta, L. K. (2014). Forecasting the term structure of interest rates using integrated nested laplace approximations. Journal of Forecasting, 33, 214-230. doi:10.1002/for.2288
NLM
Laurini MP, Hotta LK. Forecasting the term structure of interest rates using integrated nested laplace approximations [Internet]. Journal of Forecasting. 2014 ; 33 214-230.[citado 2026 jan. 22 ] Available from: https://doi.org/10.1002/for.2288
Vancouver
Laurini MP, Hotta LK. Forecasting the term structure of interest rates using integrated nested laplace approximations [Internet]. Journal of Forecasting. 2014 ; 33 214-230.[citado 2026 jan. 22 ] Available from: https://doi.org/10.1002/for.2288
Artigo de periodico
Nonlinear forecasting using factor-augmented models (2013)
Giovannetti, Bruno Cara
Source: Journal of Forecasting. Unidade: FEA
Subjects: MODELOS NÃO LINEARES, REGRESSÃO LINEAR
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GIOVANNETTI, Bruno Cara. Nonlinear forecasting using factor-augmented models. Journal of Forecasting, v. 32, n. ja 2013, p. 32\201340, 2013Tradução . . Disponível em: http://onlinelibrary.wiley.com/doi/10.1002/for.1248/pdf. Acesso em: 22 jan. 2026.
APA
Giovannetti, B. C. (2013). Nonlinear forecasting using factor-augmented models. Journal of Forecasting, 32( ja 2013), 32\201340. Recuperado de http://onlinelibrary.wiley.com/doi/10.1002/for.1248/pdf
NLM
Giovannetti BC. Nonlinear forecasting using factor-augmented models [Internet]. Journal of Forecasting. 2013 ; 32( ja 2013): 32\201340.[citado 2026 jan. 22 ] Available from: http://onlinelibrary.wiley.com/doi/10.1002/for.1248/pdf
Vancouver
Giovannetti BC. Nonlinear forecasting using factor-augmented models [Internet]. Journal of Forecasting. 2013 ; 32( ja 2013): 32\201340.[citado 2026 jan. 22 ] Available from: http://onlinelibrary.wiley.com/doi/10.1002/for.1248/pdf

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