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 1 6 11 158
A Noisy Principal Component Analysis for Forward Rate Curves 0 1 1 44 2 3 9 59
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 1 6 10 180
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 3 7 10 191
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 1 1 158 1 6 11 443
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 0 2 5 8 8
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 1 2 3 3
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 0 2 3 3
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 0 0 4 7 7
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 275 0 4 6 514
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 2 2 2 273
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 0 4 4 375
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 1 3 4 4
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 1 13 0 5 7 56
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 0 2 4 9 9
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 0 2 67
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 0 1 2 2
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 0 6 8 136
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 0 124 0 2 5 289
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 0 43 0 5 12 102
Poverty Elasticity- a New Empirical Approach 0 0 0 18 0 5 7 81
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 0 66 1 4 4 257
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 0 1 5 7 7
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 1 4 6 6
Total Working Papers 0 2 6 1,146 19 98 162 3,235
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 1 5 7 58
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 1 5 7 44
A common jump factor stochastic volatility model 0 0 0 19 2 6 12 101
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 0 3 6 70
A macro-finance term structure model with multivariate stochastic volatility 0 1 3 28 1 8 12 118
A noisy principal component analysis for forward rate curves 0 0 2 21 0 5 13 92
A note on the use of quantile regression in beta convergence analysis 0 1 2 52 1 4 7 181
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 12 0 6 13 84
A spatio‐temporal approach to estimate patterns of climate change 0 1 1 6 0 4 6 21
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 2 27 0 1 4 109
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 2 5 7 208
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 1 4 11 1 8 16 60
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 1 2 1 4 15 18
Bayesian extensions to Diebold-Li term structure model 0 0 4 76 1 6 15 222
Bayesian spatio-temporal modeling of real estate launch prices 0 0 3 14 1 6 12 39
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 0 2 4 90
Brazilian stock market bubble in the 2010s 1 1 1 10 1 7 13 38
Conditional stochastic kernel estimation by nonparametric methods 0 0 0 127 1 2 6 360
Constrained smoothing B-splines for the term structure of interest rates 0 1 1 69 1 8 12 243
Convergence clubs among Brazilian municipalities 1 1 2 75 2 7 9 298
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 0 2 6 14
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 1 2 9 13 22
Dynamic functional data analysis with non-parametric state space models 0 1 1 16 1 3 5 62
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 1 67 6 13 16 272
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 2 3 0 1 9 12
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 0 192 1 7 11 588
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 1 1 0 6 10 11
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 14 2 10 13 51
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 3 6 8
Generalized Tests of Investment Fund Performance 0 0 0 2 1 4 6 29
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 1 3 3 7 1 8 8 38
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 1 6 6 288
Indirect Inference in fractional short-term interest rate diffusions 0 0 1 3 0 2 4 43
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 1 2 9 9 4 9 26 29
Is Bitcoin a bubble? 0 0 6 95 1 6 19 399
List of Reviewers - 2015 0 0 0 5 0 1 1 40
Lista de Avaliadores - 2014 0 0 0 0 0 1 1 19
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 0 4 6 27
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 0 2 3 0 3 7 12
Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach 0 0 0 0 2 10 10 10
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 0 2 1 6 12 24
New evidence on the role of cognitive skill in economic development 0 0 0 17 0 3 10 95
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 3 6 6 29
Nonlinear dependence in cryptocurrency markets 0 1 3 18 2 7 21 85
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 0 2 4 32
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 1 2 5 5 3 7 15 15
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 0 2 4 17
Spillovers and jumps in global markets: A comparative analysis 0 0 1 1 0 5 12 19
The impact of co-jumps in the oil sector 0 0 0 5 2 5 7 35
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 1 6 2 4 5 38
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 0 53 0 5 8 157
Time-varying higher moments in Bitcoin 0 0 1 3 0 4 11 17
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 1 6 7 43
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 0 1 2 28
Volatility and return jumps in bitcoin 0 1 6 77 1 11 34 283
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 1 4 7 4 8 27 46
Total Journal Articles 5 18 76 1,388 58 294 570 5,407

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Statistics updated 2026-03-04