Access Statistics for Roberto Baltieri Mauad
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Implied Volatility Term Structure and Exchange Rate Predictability | 1 | 2 | 4 | 55 | 2 | 6 | 17 | 152 |
| Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets | 0 | 0 | 0 | 33 | 0 | 0 | 3 | 128 |
| Volatility Risk Premia and Future Commodity Returns | 0 | 1 | 1 | 51 | 1 | 2 | 4 | 73 |
| Volatility risk premia and future commodities returns | 0 | 0 | 0 | 44 | 0 | 0 | 4 | 73 |
| Total Working Papers | 1 | 3 | 5 | 183 | 3 | 8 | 28 | 426 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A common jump factor stochastic volatility model | 0 | 0 | 0 | 19 | 0 | 0 | 1 | 89 |
| Implied volatility term structure and exchange rate predictability | 1 | 2 | 3 | 13 | 3 | 4 | 10 | 47 |
| Non-Parametric Pricing of Interest Rates Options | 0 | 0 | 0 | 5 | 0 | 0 | 1 | 23 |
| The impact of co-jumps in the oil sector | 0 | 0 | 0 | 5 | 0 | 0 | 1 | 28 |
| The stochastic volatility model with random jumps and its application to BRL/USD exchange rate | 0 | 0 | 1 | 53 | 0 | 0 | 3 | 150 |
| Volatility risk premia and future commodity returns | 0 | 0 | 0 | 15 | 0 | 1 | 5 | 83 |
| Total Journal Articles | 1 | 2 | 4 | 110 | 3 | 5 | 21 | 420 |
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