Marcelo Fernandes

1.1k total citations
49 papers, 619 citations indexed

About

Marcelo Fernandes is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Marcelo Fernandes has authored 49 papers receiving a total of 619 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 22 papers in Economics and Econometrics and 20 papers in General Economics, Econometrics and Finance. Recurrent topics in Marcelo Fernandes's work include Monetary Policy and Economic Impact (20 papers), Financial Risk and Volatility Modeling (16 papers) and Market Dynamics and Volatility (13 papers). Marcelo Fernandes is often cited by papers focused on Monetary Policy and Economic Impact (20 papers), Financial Risk and Volatility Modeling (16 papers) and Market Dynamics and Volatility (13 papers). Marcelo Fernandes collaborates with scholars based in United Kingdom, Brazil and United States. Marcelo Fernandes's co-authors include Joachim Grammig, CHARLES A. HEWETT, S. S. Lau, Valentina Corradi, Walter Distaso, Emmanuel Guerre, F. Fang, D. B. Poker, Paulo Klinger Monteiro and Wei Xia and has published in prestigious journals such as Journal of the American Statistical Association, Applied Physics Letters and Journal of Applied Physics.

In The Last Decade

Marcelo Fernandes

42 papers receiving 591 citations

Peers

Marcelo Fernandes
Valentina V. Tarasova Russia
Volker Ziemann Sweden
Melanie Schienle Germany
Katsuto Tanaka Japan
John C. Chao United States
Harbir Lamba United States
Orlando Gomes Portugal
Carlo Sgarra Italy
Valentina V. Tarasova Russia
Marcelo Fernandes
Citations per year, relative to Marcelo Fernandes Marcelo Fernandes (= 1×) peers Valentina V. Tarasova

Countries citing papers authored by Marcelo Fernandes

Since Specialization
Citations

This map shows the geographic impact of Marcelo Fernandes's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marcelo Fernandes with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marcelo Fernandes more than expected).

Fields of papers citing papers by Marcelo Fernandes

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marcelo Fernandes. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marcelo Fernandes. The network helps show where Marcelo Fernandes may publish in the future.

Co-authorship network of co-authors of Marcelo Fernandes

This figure shows the co-authorship network connecting the top 25 collaborators of Marcelo Fernandes. A scholar is included among the top collaborators of Marcelo Fernandes based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marcelo Fernandes. Marcelo Fernandes is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Fernandes, Marcelo, et al.. (2022). Diffuse Kalman filtering with linear constraints on the state parameters. Communication in Statistics- Theory and Methods. 52(24). 8884–8893.
2.
Fernandes, Marcelo, et al.. (2021). Estimating Spot Volatility with High-Frequency Financial Data. UEA Digital Repository (University of East Anglia). 6 indexed citations
3.
Fernandes, Marcelo, et al.. (2020). Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models. Journal of Time Series Analysis. 42(3). 355–371.
4.
Fernandes, Marcelo, et al.. (2019). Smoothing Quantile Regressions. Journal of Business and Economic Statistics. 39(1). 338–357. 49 indexed citations
5.
Corradi, Valentina, Walter Distaso, & Marcelo Fernandes. (2019). Testing for Jump Spillovers Without Testing for Jumps. Journal of the American Statistical Association. 115(531). 1214–1226. 2 indexed citations
6.
Fernandes, Marcelo, et al.. (2018). Estratégias de Imunização de Carteiras de Renda Fixa no Brasil. Brazilian Review of Finance. 16(2). 179–219.
7.
Fernandes, Marcelo, et al.. (2016). Forecasting the Brazilian yield curve using forward-looking variables. International Journal of Forecasting. 33(1). 121–131. 10 indexed citations
8.
Fernandes, Marcelo, et al.. (2015). The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil. Brazilian Review of Econometrics. 35(1). 3–22. 1 indexed citations
9.
Fernandes, Marcelo, Marcelo C. Medeiros, & Álvaro Veiga. (2014). A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model. Econometric Reviews. 35(7). 1221–1250. 1 indexed citations
10.
Fernandes, Marcelo, et al.. (2014). Voting Premium in the Brazilian Equity Market. Brazilian Review of Econometrics. 34(1). 79–96. 1 indexed citations
11.
Fernandes, Marcelo, et al.. (2012). The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals. Brazilian Review of Econometrics. 32(2). 241–260. 3 indexed citations
12.
Distaso, Walter, Marcelo Fernandes, & Filip Žikeš. (2012). Tailing Tail Risk in the Hedge Fund Industry. SSRN Electronic Journal. 2 indexed citations
13.
Fernandes, Marcelo, et al.. (2011). Anticipatory Effects in the FTSE 100 Index Revisions. SSRN Electronic Journal.
14.
Fernandes, Marcelo, et al.. (2009). Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes. Econometric Reviews. 29(3). 276–306. 19 indexed citations
15.
Fernandes, Marcelo, et al.. (2007). Testing the Markov property with high frequency data. Journal of Econometrics. 141(1). 44–64. 10 indexed citations
16.
Fernandes, Marcelo, Marcelo C. Medeiros, & Álvaro Veiga. (2006). A (semi-)parametric functional coefficient autoregressive conditional duration model. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 1 indexed citations
17.
Fernandes, Marcelo. (2005). Financial crashes as endogenous jumps: estimation, testing and forecasting. Journal of Economic Dynamics and Control. 30(1). 111–141. 15 indexed citations
18.
Fernandes, Marcelo & Paulo Klinger Monteiro. (2005). Central limit theorem for asymmetric kernel functionals. Annals of the Institute of Statistical Mathematics. 57(3). 425–442. 18 indexed citations
19.
Fernandes, Marcelo, et al.. (2004). Desempenho de estimadores de volatilidade na bolsa de valores de São Paulo. Revista Brasileira de Economia. 58(3). 429–448. 7 indexed citations
20.
Fang, F., CHARLES A. HEWETT, Marcelo Fernandes, & S. S. Lau. (1989). Ohmic contacts formed by ion mixing in the Si-diamond system. IEEE Transactions on Electron Devices. 36(9). 1783–1786. 43 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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