Álvaro Veiga
Pontifical Catholic University of Rio de Janeiro(BR)
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Stock Market Forecasting Methods, Monetary Policy and Economic Impact, Statistical Methods and Inference, Neural Networks and Applications
Most-Cited Works
- → Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods(2019)347 cited
- → Changes in the sedimentary organic carbon pool of a fertilized tropical estuary, Guanabara Bay, Brazil: an elemental, isotopic and molecular marker approach(2002)185 cited
- → A hybrid linear-neural model for time series forecasting(2000)70 cited
- → A Flexible Coefficient Smooth Transition Time Series Model(2005)65 cited
- → MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL(2009)62 cited
- → Shewhart control charts for dispersion adjusted for parameter estimation(2017)48 cited
- → Modeling exchange rates: smooth transitions, neural networks, and linear models(2001)46 cited
- → Validation of Ucides cordatus as a bioindicator of oil contamination and bioavailability in mangroves by evaluating sediment and crab PAH records(2006)42 cited
- → Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics(2019)36 cited
- → PAR(p)-vine copula based model for stochastic streamflow scenario generation(2017)34 cited