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 0 64 0 2 16 166
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 1 44 1 3 20 71
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 0 0 1 6 7
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 0 0 11 183
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 2 14 196
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 1 158 0 1 15 449
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 1 1 1 0 2 13 13
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 1 1 6 6
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 1 1 6 6
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 0 2 2 10 12
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 275 0 1 7 516
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 0 0 1 6 6
Generalized Tests of Investment Fund Performance 0 0 0 78 0 0 8 279
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 0 0 12 383
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 0 0 5 5
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 0 13 0 1 9 59
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 1 1 1 1 8 13
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 0 0 3 3
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 1 3 69
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 0 0 9 138
New Evidence on the Role of Cognitive Skill in Economic Development 0 1 1 125 0 1 6 292
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 1 44 0 1 17 109
Poverty Elasticity- a New Empirical Approach 0 0 0 18 0 0 9 84
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 0 66 1 1 7 260
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 1 1 1 2 14 15
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 0 0 9 10
Total Working Papers 0 2 8 1,151 8 25 249 3,350
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 0 24 0 0 9 61
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 1 1 10 48
A common jump factor stochastic volatility model 0 0 0 19 0 1 14 105
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 1 1 11 75
A macro-finance term structure model with multivariate stochastic volatility 0 0 1 28 0 1 12 122
A noisy principal component analysis for forward rate curves 0 0 0 21 0 0 12 95
A note on the use of quantile regression in beta convergence analysis 0 0 1 52 0 3 9 186
A spatial error model with continuous random effects and an application to growth convergence 0 0 0 12 0 2 15 89
A spatio‐temporal approach to estimate patterns of climate change 1 1 2 7 2 2 7 23
Arbitrage In The Term Structure Of Interest Rates: A Bayesian Approach 0 0 0 27 1 1 3 110
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 0 2 12 214
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 0 1 11 0 0 16 66
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 2 3 0 1 21 28
Bayesian extensions to Diebold-Li term structure model 0 0 1 76 0 1 12 226
Bayesian spatio-temporal modeling of real estate launch prices 0 1 3 16 1 3 23 53
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 0 0 4 91
Brazilian stock market bubble in the 2010s 0 0 1 10 0 1 19 48
Conditional stochastic kernel estimation by nonparametric methods 0 0 0 127 1 2 5 363
Constrained smoothing B-splines for the term structure of interest rates 0 1 2 70 0 1 18 249
Convergence clubs among Brazilian municipalities 0 0 1 75 1 2 14 305
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 0 0 7 17
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 1 0 0 14 24
Dynamic functional data analysis with non-parametric state space models 0 0 1 16 0 2 7 65
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 1 1 68 0 1 21 279
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 0 3 0 3 13 21
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 0 192 0 0 10 590
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 0 1 0 1 11 15
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 14 0 1 14 54
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 1 10 13
Generalized Tests of Investment Fund Performance 0 0 1 3 0 1 17 40
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 1 1 4 8 1 1 11 41
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 3 0 3 11 22
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 0 2 13 295
Indirect Inference in fractional short-term interest rate diffusions 0 0 1 3 0 0 5 44
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 2 3 6 12 2 5 23 39
Is Bitcoin a bubble? 0 0 1 95 0 3 22 410
List of Reviewers - 2015 0 0 0 5 0 1 2 41
Lista de Avaliadores - 2014 0 0 0 0 0 1 4 22
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 0 1 8 30
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 0 0 3 0 4 13 21
Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach 0 0 0 0 3 5 16 16
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 0 2 0 2 16 29
New evidence on the role of cognitive skill in economic development 0 0 0 17 0 1 12 99
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 0 0 13 36
Nonlinear dependence in cryptocurrency markets 0 0 2 19 0 1 17 90
Nonparametric Autoregressive Copula Forecasting via Boundary-Reflected Kernel Estimation 0 0 0 0 0 2 4 4
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 1 2 8 38
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 0 2 7 8 0 4 31 37
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 1 6 0 2 15 28
Spillovers and jumps in global markets: A comparative analysis 0 0 1 2 0 0 13 25
Temperature shocks and stock returns in Brazil: a spatio-temporal approach to estimating the risk premium 0 0 0 0 0 2 2 2
The impact of co-jumps in the oil sector 0 0 0 5 0 0 11 39
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 1 6 1 1 7 40
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 0 53 0 1 14 165
Time-varying higher moments in Bitcoin 0 0 0 3 0 0 9 21
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 1 2 10 47
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 1 4 0 0 5 31
Volatility and return jumps in bitcoin 0 2 10 86 1 4 42 309
When Does Central Bank Communication Matter? Textual Information, Dynamics, and Regularization 0 0 3 3 0 3 10 10
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 0 3 8 0 2 24 56
Total Journal Articles 4 12 60 1,420 18 90 761 5,762

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Statistics updated 2026-10-11