Working papers
Jumps in Stock Prices: New Insights from Old Data
2021
Marcelo Medeiros.
TD n. 682
The Proper Use of Google Trends in Forecasting Models
2021
Marcelo Medeiros, Henrique Fernandes Pires.
TD n. 683
Bridging factor and sparse models
2021
Jianqing Fan, Ricardo Masini, Marcelo Medeiros.
TD n. 681
Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations
2020
Ricardo Masini, Marcelo Medeiros, Eduardo F. Mendes.
TD n. 680
Machine Learning Advances for Time Series Forecasting
2020
Ricardo Pereira Masini, Marcelo Medeiros, Eduardo F. Mendes.
TD n. 679
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
2020
Jianqing Fan, Ricardo Pereira Masini, Marcelo Medeiros.
TD n. 678
Targeting in Adaptive Networks
2020
Timo Hiller.
TD n. 677
A Simple Model of Network Formation with Congestion Effects
2020
Timo Hiller.
TD n. 676
Price Dispersion in Dynamic Competition
2020
Rafael Roos Guthmann.
TD n. 675
Multi-Product Pricing: Theory and Evidence From Large Retailers
2020
Marco Bonomo, Carlos Viana de Carvalho, Oleksiy Kryvtsov, Rodolfo Dinis Rigato, Sigal Ribon.
TD n. 687