2 citations · 2 across the 1 of their papers we have counts for
2 papers
econ.EM2021★ 2 cited
Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach
Iuri H. Ferreira, Marcelo C. Medeiros
In this paper we examine the relation between market returns and volatility measures through machine learning methods in a high-frequency environment. We implement a minute-by-minu…
stat.AP2020
Lockdown effects in US states: an artificial counterfactual approach
Carlos B. Carneiro, Iúri H. Ferreira, Marcelo C. Medeiros +2
We adopt an artificial counterfactual approach to assess the impact of lockdowns on the short-run evolution of the number of cases and deaths in some US states. To do so, we explor…