Access Statistics for Márcio Laurini

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
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 1 64 5 7 16 164
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 1 44 5 9 16 66
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 0 3 3 6 6
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 1 3 11 182
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 3 9 191
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 1 158 3 6 16 448
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 0 2 5 11 11
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 0 2 4 4
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 1 2 5 5
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 0 2 3 10 10
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 275 1 1 7 515
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 0 1 2 4 4
Generalized Tests of Investment Fund Performance 0 0 0 78 3 7 7 278
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 8 8 12 383
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 1 2 5 5
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 1 13 1 1 8 57
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 0 1 3 10 10
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 1 1 2 68
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 0 1 3 3
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 1 1 9 137
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 0 124 1 1 6 290
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 0 43 3 5 17 107
Poverty Elasticity- a New Empirical Approach 0 0 0 18 2 3 10 84
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 0 66 1 2 5 258
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 0 4 6 12 12
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 2 3 8 8
Total Working Papers 0 0 5 1,146 53 90 229 3,306
26 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Econometric Model for Inflationary Inertia In Brazil 0 0 1 24 3 4 10 61
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 2 4 10 47
A common jump factor stochastic volatility model 0 0 0 19 1 4 14 103
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 3 4 10 74
A macro-finance term structure model with multivariate stochastic volatility 0 0 3 28 0 3 14 120
A noisy principal component analysis for forward rate curves 0 0 1 21 1 1 13 93
A note on the use of quantile regression in beta convergence analysis 0 0 2 52 1 3 7 183
A spatial error model with continuous random effects and an application to growth convergence 0 0 0 12 2 2 13 86
A spatio‐temporal approach to estimate patterns of climate change 0 0 1 6 0 0 6 21
Arbitrage In The Term Structure Of Interest Rates: A Bayesian Approach 0 0 2 27 0 0 4 109
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 2 6 11 212
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 0 3 11 3 4 17 63
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 1 2 3 6 19 23
Bayesian extensions to Diebold-Li term structure model 0 0 1 76 1 3 14 224
Bayesian spatio-temporal modeling of real estate launch prices 1 1 4 15 8 10 21 48
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 0 1 5 91
Brazilian stock market bubble in the 2010s 0 1 1 10 6 8 19 45
Conditional stochastic kernel estimation by nonparametric methods 0 0 0 127 0 2 6 361
Constrained smoothing B-splines for the term structure of interest rates 0 0 1 69 4 6 17 248
Convergence clubs among Brazilian municipalities 0 1 2 75 4 6 13 302
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 1 2 8 16
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 1 2 4 15 24
Dynamic functional data analysis with non-parametric state space models 0 0 1 16 1 2 6 63
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 1 67 6 12 22 278
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 1 3 3 4 10 16
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 0 192 1 2 11 589
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 1 1 1 2 10 13
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 14 0 2 12 51
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 1 3 9 11
Generalized Tests of Investment Fund Performance 0 0 0 2 9 10 15 38
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 1 3 7 1 2 9 39
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 1 1 3 1 3 8 19
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 2 4 9 291
Indirect Inference in fractional short-term interest rate diffusions 0 0 1 3 1 1 5 44
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 0 1 8 9 2 7 28 32
Is Bitcoin a bubble? 0 0 5 95 2 7 23 405
List of Reviewers - 2015 0 0 0 5 0 0 1 40
Lista de Avaliadores - 2014 0 0 0 0 2 2 3 21
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 2 2 8 29
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 0 2 3 4 4 11 16
Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach 0 0 0 0 1 3 11 11
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 0 2 2 4 15 27
New evidence on the role of cognitive skill in economic development 0 0 0 17 2 2 11 97
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 7 10 13 36
Nonlinear dependence in cryptocurrency markets 0 0 2 18 2 4 20 87
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 3 4 8 36
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 0 1 5 5 8 15 27 27
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 3 5 9 22
Spillovers and jumps in global markets: A comparative analysis 0 0 1 1 3 4 15 23
The impact of co-jumps in the oil sector 0 0 0 5 3 6 11 39
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 1 6 0 2 5 38
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 0 53 6 7 14 164
Time-varying higher moments in Bitcoin 0 0 1 3 3 4 15 21
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 1 3 9 45
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 1 1 3 29
Volatility and return jumps in bitcoin 0 2 4 79 7 11 39 293
When Does Central Bank Communication Matter? Textual Information, Dynamics, and Regularization 0 0 0 0 0 2 2 2
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 1 1 3 8 2 9 25 51
Total Journal Articles 2 10 65 1,393 140 248 718 5,597

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Statistics updated 2026-05-06