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 63 1 1 6 149
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 0 43 1 1 4 51
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 0 0 1 1 1
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 0 0 2 171
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 0 1 182
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 2 157 0 0 4 432
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 0 0 0 0 0
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 0 0 0 0
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 0 0 0 0
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 0 1 1 1 1
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 274 0 0 1 508
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 0 0 0 0 0
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 0 0 0 371
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 0 0 0 0
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 2 12 0 0 5 49
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 0 1 5 5 5
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 0 0 0 0
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 0 4 66
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 0 0 3 128
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 0 124 1 1 3 285
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 1 43 0 0 2 90
Poverty Elasticity- a New Empirical Approach 0 0 0 18 1 1 2 75
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 2 66 0 0 4 253
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 0 1 1 1 1
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 0 0 0 0
Total Working Papers 0 0 9 1,141 7 12 49 3,089
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 1 1 1 24 1 1 1 52
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 0 1 37
A common jump factor stochastic volatility model 0 0 0 19 1 1 2 90
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 0 0 0 64
A macro-finance term structure model with multivariate stochastic volatility 1 2 4 27 1 4 9 110
A noisy principal component analysis for forward rate curves 0 1 4 21 1 2 5 82
A note on the use of quantile regression in beta convergence analysis 0 0 0 50 0 0 4 176
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 12 0 1 9 74
A spatio‐temporal approach to estimate patterns of climate change 0 0 0 5 0 0 2 15
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 0 25 0 0 0 105
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 0 0 0 201
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 1 3 9 0 3 6 49
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 1 1 1 1 5 5
Bayesian extensions to Diebold-Li term structure model 0 0 7 75 0 4 14 214
Bayesian spatio-temporal modeling of real estate launch prices 1 2 7 13 1 2 15 29
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 0 0 0 86
Brazilian stock market bubble in the 2010s 0 0 0 9 1 1 3 27
Conditional stochastic kernel estimation by nonparametric methods 0 0 1 127 2 2 4 357
Constrained smoothing B-splines for the term structure of interest rates 0 0 0 68 0 0 2 231
Convergence clubs among Brazilian municipalities 0 1 1 74 1 2 3 291
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 0 0 1 8
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 1 1 0 0 2 9
Dynamic functional data analysis with non-parametric state space models 0 0 0 15 0 0 0 57
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 1 1 1 67 1 2 3 258
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 1 2 3 0 2 7 8
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 1 192 1 1 5 579
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 1 1 1 1 1 1 3 4
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 1 2 14 0 1 5 40
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 1 1 3
Generalized Tests of Investment Fund Performance 0 0 0 2 0 0 1 23
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 0 1 4 0 0 3 30
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 2 0 0 3 11
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 0 0 1 282
Indirect Inference in fractional short-term interest rate diffusions 0 0 0 2 0 0 2 39
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 2 5 6 6 5 9 13 13
Is Bitcoin a bubble? 0 3 5 93 1 5 17 387
List of Reviewers - 2015 0 0 0 5 0 0 0 39
Lista de Avaliadores - 2014 0 0 0 0 0 0 0 18
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 0 0 1 21
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 1 2 2 0 1 6 6
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 1 2 1 1 4 13
New evidence on the role of cognitive skill in economic development 0 0 0 17 0 0 3 86
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 0 0 1 23
Nonlinear dependence in cryptocurrency markets 0 0 2 16 2 2 8 69
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 1 2 3 30
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 1 1 1 1 2 6 6 6
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 0 0 0 13
Spillovers and jumps in global markets: A comparative analysis 0 0 0 0 1 1 4 9
The impact of co-jumps in the oil sector 0 0 0 5 0 0 1 28
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 0 5 0 0 0 33
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 1 53 0 0 3 150
Time-varying higher moments in Bitcoin 0 1 3 3 1 2 4 8
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 0 1 2 37
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 0 0 0 26
Volatility and return jumps in bitcoin 0 1 6 76 2 8 21 262
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 0 3 5 1 2 15 28
Total Journal Articles 8 24 70 1,352 30 72 234 4,951

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Statistics updated 2025-08-05