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 2 64 4 7 11 157
A Noisy Principal Component Analysis for Forward Rate Curves 0 1 1 44 0 6 7 57
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 0 0 2 3 3
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 5 5 9 179
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 4 5 7 188
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 1 2 158 4 7 11 442
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 0 1 5 6 6
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 1 2 2 2
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 1 2 3 3
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 0 4 5 7 7
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 275 2 4 7 514
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 0 0 1 2 2
Generalized Tests of Investment Fund Performance 0 0 0 78 0 0 0 271
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 2 4 4 375
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 2 3 3 3
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 1 13 4 5 8 56
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 0 1 2 7 7
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 0 1 2 2
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 1 2 67
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 4 7 8 136
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 0 124 2 3 5 289
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 0 43 1 6 12 102
Poverty Elasticity- a New Empirical Approach 0 0 0 18 3 5 8 81
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 1 66 3 3 5 256
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 0 1 5 6 6
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 0 4 5 5
Total Working Papers 0 2 8 1,146 49 100 150 3,216
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 6 57
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 4 4 6 43
A common jump factor stochastic volatility model 0 0 0 19 3 4 10 99
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 2 4 6 70
A macro-finance term structure model with multivariate stochastic volatility 1 1 3 28 6 7 12 117
A noisy principal component analysis for forward rate curves 0 0 2 21 3 9 13 92
A note on the use of quantile regression in beta convergence analysis 0 1 2 52 1 3 6 180
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 12 4 7 14 84
A spatio‐temporal approach to estimate patterns of climate change 0 1 1 6 2 4 6 21
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 2 27 1 2 4 109
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 2 3 5 206
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 1 5 11 6 7 16 59
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 1 2 1 8 15 17
Bayesian extensions to Diebold-Li term structure model 0 1 5 76 4 6 15 221
Bayesian spatio-temporal modeling of real estate launch prices 0 1 4 14 2 8 13 38
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 2 3 4 90
Brazilian stock market bubble in the 2010s 0 0 0 9 3 8 12 37
Conditional stochastic kernel estimation by nonparametric methods 0 0 0 127 0 1 5 359
Constrained smoothing B-splines for the term structure of interest rates 0 1 1 69 3 7 11 242
Convergence clubs among Brazilian municipalities 0 0 1 74 4 5 8 296
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 2 2 6 14
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 1 3 9 11 20
Dynamic functional data analysis with non-parametric state space models 0 1 1 16 1 3 4 61
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 1 67 6 8 10 266
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 2 3 1 4 10 12
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 0 192 4 7 11 587
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 1 1 5 6 10 11
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 14 6 8 11 49
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 2 4 6 8
Generalized Tests of Investment Fund Performance 0 0 0 2 3 4 5 28
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 2 2 2 6 5 7 8 37
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 0 2 0 2 6 16
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 4 5 5 287
Indirect Inference in fractional short-term interest rate diffusions 0 1 1 3 1 4 5 43
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 0 2 8 8 2 8 23 25
Is Bitcoin a bubble? 0 0 6 95 4 7 19 398
List of Reviewers - 2015 0 0 0 5 1 1 1 40
Lista de Avaliadores - 2014 0 0 0 0 1 1 1 19
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 2 4 6 27
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 0 2 3 3 3 9 12
Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach 0 0 0 0 1 8 8 8
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 0 2 2 7 11 23
New evidence on the role of cognitive skill in economic development 0 0 0 17 3 6 10 95
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 3 3 3 26
Nonlinear dependence in cryptocurrency markets 1 1 3 18 3 8 19 83
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 1 2 5 32
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 0 2 4 4 0 5 12 12
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 2 4 4 17
Spillovers and jumps in global markets: A comparative analysis 0 0 1 1 3 5 13 19
The impact of co-jumps in the oil sector 0 0 0 5 3 5 5 33
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 1 6 0 2 3 36
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 1 53 3 6 9 157
Time-varying higher moments in Bitcoin 0 0 2 3 4 5 12 17
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 4 5 6 42
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 1 1 2 28
Volatility and return jumps in bitcoin 0 1 6 77 5 15 34 282
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 1 1 4 7 4 7 23 42
Total Journal Articles 5 18 76 1,383 154 295 533 5,349

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Statistics updated 2026-02-12