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 3 141
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 0 42 0 0 2 44
A note on the use of quantile regression in beta convergence analysis 0 0 0 87 0 0 3 217
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 1 21 0 1 6 61
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 1 1 4 168
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 1 71 0 1 8 176
Bayesian extensions to diebold-li term structure model 0 0 1 217 0 0 5 570
Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica 0 0 1 86 0 1 2 261
Conditional Stochastic Kernel Estimation by Nonparametric Methods 0 0 1 73 0 0 4 162
Constrained Smoothing Splines for the Term Structure of Interest Rates 0 0 0 60 0 0 2 222
Convergence Clubs Among Brazilian Municipalities 0 0 0 131 0 0 2 289
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 0 155 1 2 5 423
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 50 0 0 1 126
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 44 2 3 4 138
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados 0 0 0 21 0 0 7 88
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 131 0 0 3 274
Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li 0 0 0 1,049 0 0 1 1,379
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 273 0 1 7 498
Funções de Cópula na Precificação de Opções 0 0 1 207 0 0 4 96
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 41 0 0 1 150
Generalized Tests of Investment Fund Performance 0 0 0 77 0 0 7 268
Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines 0 1 4 131 0 1 7 393
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 1 94 1 1 5 370
Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores 0 0 1 31 0 0 2 76
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 25 0 0 3 71
Long Memory int the R$/US$ Exchange Rate: A Robust Analysis 0 0 0 200 0 1 1 750
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 1 1 1 8 1 1 2 38
Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate 0 0 0 162 0 0 1 392
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 84 0 1 3 277
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 14 0 0 4 72
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 7 0 0 3 60
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 0 2 61
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 1 28 0 4 13 108
New Evidence on the Role of Cognitive Skill in Economic Development 0 1 2 117 2 3 12 260
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 2 39 1 3 49 70
Poverty Elasticity- a New Empirical Approach 0 0 0 16 0 1 8 68
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 1 1 64 0 4 25 235
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 55 0 0 3 83
Testing Convergence Across Municipalities in Brazil Using Quantile Regression 0 0 0 148 0 0 8 398
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 35 0 0 4 92
Total Working Papers 1 4 20 4,249 9 30 236 9,839


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 2 16 0 1 4 41
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 0 2 36
A common jump factor stochastic volatility model 0 0 1 17 2 3 9 77
A continuous spatio-temporal model for house prices in the USA 0 0 0 13 0 0 2 56
A macro-finance term structure model with multivariate stochastic volatility 0 0 1 17 0 1 7 92
A noisy principal component analysis for forward rate curves 0 0 3 11 0 0 10 64
A note on the use of quantile regression in beta convergence analysis 0 0 1 48 0 0 6 164
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 9 1 3 13 54
A spatio‐temporal approach to estimate patterns of climate change 0 0 2 2 0 0 3 9
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 0 24 0 2 6 98
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 1 59 0 0 4 198
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 0 2 3 0 0 4 34
Bayesian extensions to Diebold-Li term structure model 0 0 1 63 1 2 7 184
Brazilian Review of Finance 2015 Editorial Report 0 0 0 16 1 1 5 84
Brazilian stock market bubble in the 2010s 1 1 5 5 1 3 16 16
Conditional stochastic kernel estimation by nonparametric methods 0 0 3 122 0 1 6 347
Constrained smoothing B-splines for the term structure of interest rates 0 0 0 64 1 3 10 212
Convergence clubs among Brazilian municipalities 0 1 2 73 0 2 10 284
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 0 0 2 14 1 2 9 56
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 0 65 0 1 1 250
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 1 1 3 183 2 3 9 558
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 11 0 1 2 34
Generalized Tests of Investment Fund Performance 0 0 1 1 0 0 5 17
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 0 1 3 2 2 6 23
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 1 1 1 0 1 2 6
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 69 0 0 4 278
Indirect Inference in fractional short-term interest rate diffusions 0 0 0 2 1 2 3 36
Is Bitcoin a bubble? 5 10 27 58 9 25 100 262
List of Reviewers - 2015 0 0 0 5 0 1 2 37
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 19
New evidence on the role of cognitive skill in economic development 0 0 0 16 1 1 1 79
Non-Parametric Pricing of Interest Rates Options 0 0 3 4 0 0 4 19
Nonlinear dependence in cryptocurrency markets 0 1 3 10 1 4 15 44
Poverty Elasticity: A Note on a New Empirical Approach 0 0 1 5 0 0 2 23
Spillovers and jumps in global markets: A comparative analysis 0 0 0 0 2 2 2 2
The impact of co-jumps in the oil sector 0 0 2 3 1 3 10 16
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 0 5 1 1 8 30
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 1 3 7 45 1 5 23 131
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 3 7 1 2 12 27
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 0 2 3 24
Volatility and return jumps in bitcoin 1 5 15 42 1 10 50 168
Total Journal Articles 9 23 94 1,123 31 90 398 4,213


Statistics updated 2022-01-05