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 1 64 0 5 16 164
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 1 44 0 7 18 68
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 0 0 3 5 6
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 0 2 12 183
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 3 12 194
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 1 158 0 3 16 448
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 0 0 2 11 11
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 1 1 5 5
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 0 1 5 5
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 0 0 2 10 10
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 275 0 1 7 515
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 0 0 2 5 5
Generalized Tests of Investment Fund Performance 0 0 0 78 0 4 8 279
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 0 8 12 383
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 0 1 5 5
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 1 13 0 2 9 58
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 1 1 1 1 3 8 12
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 1 2 68
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 0 0 3 3
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 0 2 10 138
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 0 124 1 2 7 291
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 1 1 44 0 4 18 108
Poverty Elasticity- a New Empirical Approach 0 0 0 18 0 2 10 84
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 0 66 0 2 6 259
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 1 1 1 1 1 5 13 13
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 0 4 10 10
Total Working Papers 1 3 8 1,149 4 72 243 3,325
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 0 3 10 61
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 2 10 47
A common jump factor stochastic volatility model 0 0 0 19 1 2 15 104
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 0 3 10 74
A macro-finance term structure model with multivariate stochastic volatility 0 0 2 28 1 1 12 121
A noisy principal component analysis for forward rate curves 0 0 0 21 1 3 14 95
A note on the use of quantile regression in beta convergence analysis 0 0 2 52 0 1 7 183
A spatial error model with continuous random effects and an application to growth convergence 0 0 0 12 0 3 13 87
A spatio‐temporal approach to estimate patterns of climate change 0 0 1 6 0 0 6 21
Arbitrage In The Term Structure Of Interest Rates: A Bayesian Approach 0 0 2 27 0 0 4 109
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 0 2 11 212
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 0 2 11 2 6 17 66
Bayesian Inference for Long Memory Stochastic Volatility Models 0 1 2 3 1 7 23 27
Bayesian extensions to Diebold-Li term structure model 0 0 1 76 0 2 11 225
Bayesian spatio-temporal modeling of real estate launch prices 0 1 3 15 0 10 22 50
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 0 0 5 91
Brazilian stock market bubble in the 2010s 0 0 1 10 0 8 21 47
Conditional stochastic kernel estimation by nonparametric methods 0 0 0 127 0 0 6 361
Constrained smoothing B-splines for the term structure of interest rates 0 0 1 69 0 4 17 248
Convergence clubs among Brazilian municipalities 0 0 1 75 0 5 13 303
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 1 2 9 17
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 1 0 2 15 24
Dynamic functional data analysis with non-parametric state space models 0 0 1 16 0 1 6 63
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 1 67 0 6 21 278
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 0 3 1 5 10 18
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 0 192 0 2 12 590
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 1 1 0 2 11 14
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 14 0 2 13 53
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 0 2 9 12
Generalized Tests of Investment Fund Performance 1 1 1 3 1 10 16 39
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 0 3 7 0 2 10 40
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 3 0 1 8 19
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 0 4 11 293
Indirect Inference in fractional short-term interest rate diffusions 0 0 1 3 0 1 5 44
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 0 0 5 9 0 4 26 34
Is Bitcoin a bubble? 0 0 2 95 1 4 21 407
List of Reviewers - 2015 0 0 0 5 0 0 1 40
Lista de Avaliadores - 2014 0 0 0 0 0 2 3 21
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 0 2 8 29
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 0 1 3 0 5 11 17
Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach 0 0 0 0 0 1 11 11
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 0 2 0 2 15 27
New evidence on the role of cognitive skill in economic development 0 0 0 17 0 3 12 98
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 0 7 13 36
Nonlinear dependence in cryptocurrency markets 0 1 3 19 1 4 22 89
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 0 3 7 36
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 0 1 6 6 1 14 29 33
Spatial heterogeneities, institutions, and income: Evidence for Brazil 1 1 1 6 1 7 13 26
Spillovers and jumps in global markets: A comparative analysis 0 1 2 2 1 5 17 25
Temperature shocks and stock returns in Brazil: a spatio-temporal approach to estimating the risk premium 0 0 0 0 0 0 0 0
The impact of co-jumps in the oil sector 0 0 0 5 0 3 11 39
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 1 6 1 1 6 39
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 0 53 0 6 14 164
Time-varying higher moments in Bitcoin 0 0 0 3 0 3 14 21
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 0 1 8 45
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 1 1 4 0 3 5 31
Volatility and return jumps in bitcoin 4 5 8 84 9 19 45 305
When Does Central Bank Communication Matter? Textual Information, Dynamics, and Regularization 0 3 3 3 1 5 7 7
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 1 3 8 0 5 27 54
Total Journal Articles 6 17 64 1,408 25 213 749 5,670

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Statistics updated 2026-07-10