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Marcelo C. Medeiros

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Personal Details

First Name:Marcelo
Middle Name:C.
Last Name:Medeiros
Suffix:
RePEc Short-ID:pme53
http://www.econ.puc-rio.br/mcm
Department of Economics Pontifical Catholic University of Rio de Janeiro(PUC-Rio) Rua Marquês de São Vicente, 225 - Gávea 22453-900 Rio de Janeiro, RJ BRAZIL
+55 21 3527-1078

Affiliation

Rio de Janeiro, Brazil
http://www.econ.puc-rio.br/

: 021 35271078
021 35271084
Rua Marquês de São Vicente, 225, 22453-900 Rio de Janeiro, RJ
RePEc:edi:dpucrbr (more details at EDIRC)

Works

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Working Papers

  1. Marcelo C. Medeiros & Eduardo F. Mendes, 2015. "l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations," Textos para discussão 636, Department of Economics PUC-Rio (Brazil).
  2. Marcelo C. Medeiros & Eduardo F. Mendes, 2015. "Adaptative LASSO estimation for ARDL models with GARCH innovations," Textos para discussão 637, Department of Economics PUC-Rio (Brazil).
  3. Francisco Eduardo de Luna Almeida Santos & Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros, 2014. "Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro?," Discussion Papers 1976, Instituto de Pesquisa Econômica Aplicada - IPEA.
  4. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "Economic gains of realized volatility in the Brazilian stock market," Textos para discussão 624, Department of Economics PUC-Rio (Brazil).
  5. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
  6. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers 2014-42, Department of Economics and Business Economics, Aarhus University.
  7. Marcio Garcia & Marcelo Medeiros & Francisco Santos, 2014. "Price Discovery in Brazilian FX Markets," Textos para discussão 622, Department of Economics PUC-Rio (Brazil).
  8. Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014. "Bagging Constrained Equity Premium Predictors," Working Papers 201421, University of California at Riverside, Department of Economics, revised Feb 2013.
  9. MArcelo C. Medeiros & Eduardo F.Mendes, 2012. "Estimating High-Dimensional Time Series Models," Textos para discussão 602, Department of Economics PUC-Rio (Brazil).
  10. Eric Hillebrand & Marcelo C. Medeiros, 2012. "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers 2012-30, Department of Economics and Business Economics, Aarhus University.
  11. Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers 2012-31, Department of Economics and Business Economics, Aarhus University.
  12. Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012. "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers 2012-41, Department of Economics and Business Economics, Aarhus University.
  13. Marco Bonomo & Marcelo Medeiros & Arnildo Correa, 2011. "Estimating Strategic Complementarity in a State-Dependent Pricing Model," 2011 Meeting Papers 691, Society for Economic Dynamics.
  14. Chan, F. & McAleer, M.J. & Medeiros, M.C., 2011. "Structure and Asymptotic theory for Nonlinear Models with GARCH Errors," Econometric Institute Research Papers EI 2010-79, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. ERIC HILLEBRAND & MArcelo Cunha Medeiros, 2010. "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão 578, Department of Economics PUC-Rio (Brazil).
  16. Daniel Preve & Marcelo Cunha Medeiros, 2010. "Linear Programming-Based Estimators in Simple Linear Regression," Textos para discussão 567, Department of Economics PUC-Rio (Brazil).
  17. M.C. Medeiros & E. Mendes & Les Oxley, 2010. "A Note on Nonlinear Cointegration, Misspecification and Bimodality," Working Papers in Economics 10/01, University of Canterbury, Department of Economics and Finance.
  18. Francesco Audrino & Marcelo Cunha Medeiros, 2010. "Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging," Textos para discussão 570, Department of Economics PUC-Rio (Brazil).
  19. MArcelo Cunha Medeiros & Eduardo Mendes & Les Oxley, 2010. "Nonlinear Cointegration, Misspecification and Bimodality," Textos para discussão 577, Department of Economics PUC-Rio (Brazil).
  20. José Luis Aznarte & Marcelo Cunha Medeiros & José Manuel Benítez Sánchez, 2010. "Linearity Testing Against a Fuzzy Rule-based Model," Textos para discussão 566, Department of Economics PUC-Rio (Brazil).
  21. Michael McAleer & Marcelo C. Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Univariate Models," Working Papers in Economics 10/28, University of Canterbury, Department of Economics and Finance.
  22. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," KIER Working Papers 726, Kyoto University, Institute of Economic Research.
  23. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  24. Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
  25. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Asymmetry and Leverage in Realized Volatility," CIRJE F-Series CIRJE-F-656, CIRJE, Faculty of Economics, University of Tokyo.
  26. Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros, 2009. "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables," CIRJE F-Series CIRJE-F-671, CIRJE, Faculty of Economics, University of Tokyo.
  27. Francesco Audrino & Marcelo C. Medeiros, 2008. "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008 2008-16, Department of Economics, University of St. Gallen.
  28. Michael McAller & Marcelo C. Medeiros, 2007. "A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries," Textos para discussão 544, Department of Economics PUC-Rio (Brazil).
  29. Eric Hillebrand & Marcelo Cunha Medeiros, 2007. "Forecasting realized volatility models:the benefits of bagging and nonlinear specifications," Textos para discussão 547, Department of Economics PUC-Rio (Brazil).
  30. Eduardo Mendes & Alvaro Veiga & MArcelo Cunha Medeiros, 2007. "Estimation And Asymptotic Theory For A New Class Of Mixture Models," Textos para discussão 538, Department of Economics PUC-Rio (Brazil).
  31. Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussão 548, Department of Economics PUC-Rio (Brazil).
  32. MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006. "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussão 530, Department of Economics PUC-Rio (Brazil).
  33. Michael McAleer & Marcelo Cunha Medeiros, 2006. "Realized volatility: a review," Textos para discussão 531 Publication status: F, Department of Economics PUC-Rio (Brazil).
  34. Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga, 2006. "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão 535, Department of Economics PUC-Rio (Brazil).
  35. Marcel Scharth & Marcelo Cunha Medeiros, 2006. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," Textos para discussão 532, Department of Economics PUC-Rio (Brazil).
  36. Lacir J. Soares & Marcelo Cunha Medeiros, 2005. "Modelling and forecasting short-term electricity load: a two step methodology," Textos para discussão 495, Department of Economics PUC-Rio (Brazil).
  37. Marcelo Cunha Medeiros & Alvaro Veiga, 2004. "Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model," Textos para discussão 486, Department of Economics PUC-Rio (Brazil).
  38. Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 04 Nov 2004.
  39. Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003. "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão 470, Department of Economics PUC-Rio (Brazil).
  40. Marcelo de Paiva Abreu & Marcelo Cunha Medeiros & Rogério L.F. Werneck, 2003. "Formação de preços de commodities: padrões de vinculação dos preços internos ao externos," Textos para discussão 474, Department of Economics PUC-Rio (Brazil).
  41. Joel Corrêa da Rosa & Álvaro Veiga & Marcelo C. Medeiros, 2003. "Three-structured smooth transition regression models based on CART algorithm," Textos para discussão 469, Department of Economics PUC-Rio (Brazil).
  42. Marcelo C. Medeiros & Alvaro Veiga, 2002. "Are There Multiple Regimes in Financial Volatility?," Computing in Economics and Finance 2002 311, Society for Computational Economics.
  43. Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros, 2002. "Currency Risk in Brazil under Two Different Exchange Rate Regimes," Computing in Economics and Finance 2002 188, Society for Computational Economics.
  44. Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros, 2002. "Evaluating the performance of GARCH models using White´s Reality Check," Textos para discussão 453, Department of Economics PUC-Rio (Brazil).
  45. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
  46. Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros, 2001. "Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function," Textos para discussão 444, Department of Economics PUC-Rio (Brazil).
  47. Marcelo C. Medeiros & Timo Terasvirta, 2001. "Statistical methods for modelling neural networks," Textos para discussão 445, Department of Economics PUC-Rio (Brazil).
  48. Marcelo C. Medeiros & Carlos E. Pedreira, 2001. "What are the effects of forecasting linear time series with neural networks," Textos para discussão 446, Department of Economics PUC-Rio (Brazil).
  49. Medeiros, Marcelo & Veiga, Alvaro, 2000. "A Flexible Coefficient Smooth Transition Time Series Model," SSE/EFI Working Paper Series in Economics and Finance 360, Stockholm School of Economics, revised 10 Feb 2000.
  50. Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira, 2000. "Modelling exchange rates: smooth transitions, neural networks, and linear models," Textos para discussão 432, Department of Economics PUC-Rio (Brazil).
  51. Medeiros, Marcelo & Veiga, Alvaro, 2000. "Diagnostic Checking in a Flexible Nonlinear Time Series Model," SSE/EFI Working Paper Series in Economics and Finance 386, Stockholm School of Economics, revised 15 Jan 2001.
  52. Medeiros, Marcelo & Veiga, Alvaro & Resende, Mauricio, 2000. "A Combinatorial Approach to Piecewise Linear Time Series Analysis," SSE/EFI Working Paper Series in Economics and Finance 393, Stockholm School of Economics.

Articles

  1. Medeiros, Marcelo C. & Mendes, Eduardo F., 2016. "ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 191(1), pages 255-271.
  2. Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R., 2016. "Forecasting macroeconomic variables in data-rich environments," Economics Letters, Elsevier, vol. 138(C), pages 50-52.
  3. Juliano Assunção & Priscilla Burity & Marcelo C. Medeiros, 2015. "Is the convergence of the manufacturing sector unconditional?," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(3), pages 273_294.
  4. Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2015. "Structure and asymptotic theory for nonlinear models with GARCH erros," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(1), pages 1_21.
  5. Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014. "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 1-10.
  6. Marcelo C. Medeiros & Eduardo Mendes & Les Oxley, 2014. "A Note on Nonlinear Cointegration, Misspecification, and Bimodality," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 713-731, October.
  7. Hillebrand Eric & Medeiros Marcelo C. & Xu Junyue, 2013. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 133-162, April.
  8. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2012. "Asymmetry and Long Memory in Volatility Modeling," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(3), pages 495-512, June.
  9. Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  10. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
  11. Michael McAleer & Marcelo C. Medeiros, 2011. "Forecasting Realized Volatility With Linear And Nonlinear Univariate Models," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 6-18, 02.
  12. Preve, Daniel & Medeiros, Marcelo C., 2011. "Linear programming-based estimators in simple linear regression," Journal of Econometrics, Elsevier, vol. 165(1), pages 128-136.
  13. Francesco Audrino & Marcelo C. Medeiros, 2011. "Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 999-1022, 09.
  14. Eric Hillebrand & Marcelo Medeiros, 2010. "The Benefits of Bagging for Forecast Models of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 571-593.
  15. Esfandiar Maasoumi & Marcelo Medeiros, 2010. "The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 470-475.
  16. Medeiros, Marcelo C. & Veiga, Alvaro, 2009. "Modeling Multiple Regimes In Financial Volatility With A Flexible Coefficient Garch(1,1) Model," Econometric Theory, Cambridge University Press, vol. 25(01), pages 117-161, February.
  17. Scharth, Marcel & Medeiros, Marcelo C., 2009. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," International Journal of Forecasting, Elsevier, vol. 25(2), pages 304-327.
  18. McAleer, Michael & Medeiros, Marcelo C., 2008. "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries," Journal of Econometrics, Elsevier, vol. 147(1), pages 104-119, November.
  19. Michael McAleer & Marcelo Medeiros, 2008. "Realized Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 10-45.
  20. da Rosa, Joel Correa & Veiga, Alvaro & Medeiros, Marcelo C., 2008. "Tree-structured smooth transition regression models," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2469-2488, January.
  21. Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier, 2008. "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals," Journal of Econometrics, Elsevier, vol. 147(2), pages 372-383, December.
  22. Soares, Lacir J. & Medeiros, Marcelo C., 2008. "Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data," International Journal of Forecasting, Elsevier, vol. 24(4), pages 630-644.
  23. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
  24. Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006. "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 49-75.
  25. Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C., 2005. "Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 59(1), January.
  26. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
  27. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Reply," International Journal of Forecasting, Elsevier, vol. 21(4), pages 781-783.
  28. Mayte Suarez -Farinas & Carlos E. Pedreira & Marcelo C. Medeiros, 2004. "Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1092-1107, December.
  29. Marcelo C. Medeiros & Alvaro Veiga, 2003. "Diagnostic Checking in a Flexible Nonlinear Time Series Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 461-482, 07.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 60 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (41) 2000-02-21 2000-06-12 2000-09-18 2001-09-26 2001-09-26 2002-04-25 2002-09-21 2003-01-19 2004-07-18 2004-07-26 2006-12-01 2007-01-13 2007-04-09 2007-06-11 2007-08-27 2008-09-13 2009-03-28 2009-09-19 2009-09-26 2009-10-24 2009-11-27 2009-12-11 2010-04-17 2010-04-17 2010-04-17 2010-05-29 2010-05-29 2010-06-11 2010-06-11 2010-10-16 2010-10-30 2010-11-06 2012-07-14 2012-07-14 2012-09-09 2012-10-20 2014-11-01 2014-12-08 2015-04-19 2015-04-19 2015-04-25. Author is listed
  2. NEP-ETS: Econometric Time Series (35) 2000-02-21 2000-06-12 2000-09-01 2001-05-02 2001-09-26 2002-04-25 2002-09-21 2003-01-19 2003-10-28 2004-07-18 2004-07-26 2004-07-26 2006-12-01 2006-12-01 2007-01-13 2007-04-09 2007-06-11 2007-08-27 2009-09-26 2009-10-24 2009-11-27 2010-04-17 2010-05-29 2010-05-29 2010-06-11 2010-06-11 2010-10-16 2010-10-30 2010-11-06 2011-02-12 2011-04-23 2012-07-14 2012-07-14 2012-09-09 2013-12-29. Author is listed
  3. NEP-FOR: Forecasting (26) 2005-09-11 2006-12-01 2007-01-13 2007-06-11 2007-08-27 2007-08-27 2009-09-26 2009-11-27 2009-12-11 2010-04-17 2010-05-29 2010-05-29 2010-06-11 2010-10-16 2010-10-30 2011-02-12 2011-04-23 2012-07-14 2012-09-09 2012-10-20 2013-12-29 2014-11-01 2014-12-03 2014-12-08 2015-04-19 2015-04-25. Author is listed
  4. NEP-CMP: Computational Economics (11) 2001-05-02 2001-09-26 2001-09-26 2002-09-21 2003-01-19 2004-07-18 2004-07-26 2009-11-27 2009-12-11 2010-04-17 2010-05-29. Author is listed
  5. NEP-MST: Market Microstructure (10) 2006-12-01 2006-12-01 2009-09-26 2009-11-27 2010-04-17 2010-05-29 2010-05-29 2011-02-12 2011-04-23 2014-09-08. Author is listed
  6. NEP-FMK: Financial Markets (6) 2001-05-02 2004-07-26 2007-01-13 2009-09-19 2013-12-29 2014-09-08. Author is listed
  7. NEP-MAC: Macroeconomics (6) 2004-07-26 2007-08-27 2008-09-13 2014-01-10 2014-09-08 2014-11-01. Author is listed
  8. NEP-ORE: Operations Research (4) 2010-06-11 2010-10-16 2012-07-14 2014-12-03
  9. NEP-RMG: Risk Management (4) 2006-12-01 2007-01-13 2007-08-27 2010-10-16
  10. NEP-MON: Monetary Economics (3) 2001-09-26 2008-09-13 2010-06-11
  11. NEP-NET: Network Economics (3) 2001-05-02 2001-09-26 2001-09-26
  12. NEP-ENT: Entrepreneurship (2) 2001-09-26 2001-09-26
  13. NEP-IFN: International Finance (2) 2001-05-02 2001-09-26
  14. NEP-AGE: Economics of Ageing (1) 2014-12-03
  15. NEP-CBA: Central Banking (1) 2008-09-13
  16. NEP-CFN: Corporate Finance (1) 2007-08-27
  17. NEP-ENE: Energy Economics (1) 2005-09-11
  18. NEP-EVO: Evolutionary Economics (1) 2001-09-26
  19. NEP-FIN: Finance (1) 2004-07-26
  20. NEP-HEA: Health Economics (1) 2014-12-03
  21. NEP-LAB: Labour Economics (1) 2002-04-25
  22. NEP-SEA: South East Asia (1) 2010-04-17

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