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 60 0 0 0 141
A Noisy Principal Component Analysis for Forward Rate Curves 0 1 1 43 0 1 1 45
A note on the use of quantile regression in beta convergence analysis 0 0 0 87 0 0 0 217
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 21 1 1 2 62
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 0 0 1 168
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 1 1 72 0 1 2 177
Bayesian extensions to diebold-li term structure model 0 0 0 217 0 0 0 570
Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica 0 0 1 87 0 0 4 265
Conditional Stochastic Kernel Estimation by Nonparametric Methods 0 0 2 75 0 0 2 164
Constrained Smoothing Splines for the Term Structure of Interest Rates 0 1 1 61 1 2 2 224
Convergence Clubs Among Brazilian Municipalities 0 0 0 131 0 0 1 290
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 0 155 0 0 3 424
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 1 1 1 51 1 1 1 127
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 1 1 45 0 1 4 139
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados 0 0 0 21 0 0 1 89
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 131 1 1 4 278
Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li 0 0 0 1,049 0 0 0 1,379
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 273 0 0 8 505
Funções de Cópula na Precificação de Opções 1 1 1 208 1 2 2 98
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 41 0 0 0 150
Generalized Tests of Investment Fund Performance 0 0 0 77 0 0 1 269
Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines 0 0 2 132 1 1 5 397
Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) 0 0 0 32 0 0 0 214
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 0 0 1 370
Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores 0 0 1 32 1 1 2 78
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 25 0 0 1 72
Long Memory int the R$/US$ Exchange Rate: A Robust Analysis 0 0 0 200 0 0 1 750
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 1 1 2 9 1 1 2 39
Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate 0 0 0 162 0 0 0 392
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 84 0 0 1 277
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 7 0 0 0 60
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 14 0 0 1 73
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 0 1 62
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 1 2 30 0 2 9 115
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 3 119 1 1 8 265
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 1 1 3 42 3 5 16 83
Poverty Elasticity- a New Empirical Approach 0 2 2 18 0 3 4 71
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 0 64 0 2 14 246
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 55 1 1 1 84
Testing Convergence Across Municipalities in Brazil Using Quantile Regression 0 0 0 148 0 0 0 398
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 35 0 0 0 92
Total Working Papers 4 11 24 4,270 13 27 106 9,919

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 3 19 1 1 7 47
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 0 0 36
A common jump factor stochastic volatility model 0 0 0 17 1 1 3 78
A continuous spatio-temporal model for house prices in the USA 0 0 2 15 0 0 3 59
A macro-finance term structure model with multivariate stochastic volatility 0 0 1 18 0 0 3 94
A noisy principal component analysis for forward rate curves 0 0 3 14 0 2 7 71
A note on the use of quantile regression in beta convergence analysis 0 0 1 49 1 1 4 168
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 10 0 1 9 61
A spatio‐temporal approach to estimate patterns of climate change 0 0 0 2 0 0 0 9
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 0 24 0 0 0 98
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 59 0 0 1 199
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 0 0 3 0 0 0 34
Bayesian extensions to Diebold-Li term structure model 1 1 2 65 1 3 6 188
Brazilian Review of Finance 2015 Editorial Report 0 0 1 17 0 0 2 85
Brazilian stock market bubble in the 2010s 0 0 3 7 0 0 6 20
Conditional stochastic kernel estimation by nonparametric methods 0 0 1 123 0 0 3 349
Constrained smoothing B-splines for the term structure of interest rates 0 0 1 65 0 1 6 215
Convergence clubs among Brazilian municipalities 0 0 0 73 0 0 2 285
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 0 0 0 0 7
Dynamic functional data analysis with non-parametric state space models 1 1 1 15 1 1 2 57
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 0 65 1 1 2 252
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 1 3 8 190 1 3 14 570
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 11 0 0 1 34
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 0 0 0
Generalized Tests of Investment Fund Performance 0 0 0 1 0 0 3 20
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 0 0 3 0 1 5 26
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 1 0 0 2 7
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 1 70 0 0 3 281
Indirect Inference in fractional short-term interest rate diffusions 0 0 0 2 0 0 2 36
Is Bitcoin a bubble? 2 6 23 74 6 15 69 314
List of Reviewers - 2015 0 0 0 5 0 0 2 38
Lista de Avaliadores - 2014 0 0 0 0 0 0 0 17
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 0 0 1 20
New evidence on the role of cognitive skill in economic development 0 0 0 16 0 0 1 79
Non-Parametric Pricing of Interest Rates Options 0 0 1 5 0 0 1 20
Nonlinear dependence in cryptocurrency markets 0 1 3 13 0 1 8 50
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 0 1 1 24
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 1 2 2 0 1 2 2
Spillovers and jumps in global markets: A comparative analysis 0 0 0 0 0 0 4 4
The impact of co-jumps in the oil sector 0 0 0 3 0 1 5 18
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 0 5 0 0 1 30
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 6 48 0 0 10 137
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 1 2 9 0 1 5 30
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 0 0 1 24
Volatility and return jumps in bitcoin 1 2 19 57 3 8 44 206
Total Journal Articles 6 16 86 1,192 16 44 251 4,399

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Statistics updated 2022-11-05