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 64 0 2 16 166
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 1 44 4 7 24 75
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 0 3 4 9 10
Bayesian Factor Selection in Dynamic Term Structure Models 1 1 1 57 2 2 11 185
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 2 13 196
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 1 158 0 1 14 449
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 1 1 2 3 14 15
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 1 2 7 7
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 2 3 7 8
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 1 1 1 1 2 4 12 14
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 275 1 2 7 517
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 0 5 6 10 11
Generalized Tests of Investment Fund Performance 0 0 0 78 1 1 9 280
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 94 2 2 14 385
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 3 3 8 8
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 0 13 4 5 12 63
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 1 1 1 2 9 14
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 2 2 4 5
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 1 3 69
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 2 2 11 140
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 1 125 2 2 8 294
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 1 44 3 4 16 112
Poverty Elasticity- a New Empirical Approach 0 0 0 18 2 2 10 86
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 0 66 0 1 7 260
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 1 1 2 4 16 17
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 3 3 12 13
Total Working Papers 2 2 9 1,153 49 72 283 3,399
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 0 24 1 1 9 62
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 1 9 48
A common jump factor stochastic volatility model 0 0 0 19 4 4 14 109
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 4 5 13 79
A macro-finance term structure model with multivariate stochastic volatility 0 0 1 28 0 0 12 122
A noisy principal component analysis for forward rate curves 0 0 0 21 1 1 13 96
A note on the use of quantile regression in beta convergence analysis 0 0 1 52 2 3 11 188
A spatial error model with continuous random effects and an application to growth convergence 0 0 0 12 0 1 12 89
A spatio‐temporal approach to estimate patterns of climate change 0 1 2 7 1 3 7 24
Arbitrage In The Term Structure Of Interest Rates: A Bayesian Approach 0 0 0 27 1 2 4 111
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 4 4 15 218
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 0 1 11 2 2 16 68
Bayesian Inference for Long Memory Stochastic Volatility Models 0 0 1 3 1 1 20 29
Bayesian extensions to Diebold-Li term structure model 0 0 1 76 2 2 13 228
Bayesian spatio-temporal modeling of real estate launch prices 0 1 3 16 1 4 24 54
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 1 1 5 92
Brazilian stock market bubble in the 2010s 0 0 1 10 1 1 20 49
Conditional stochastic kernel estimation by nonparametric methods 0 0 0 127 3 4 8 366
Constrained smoothing B-splines for the term structure of interest rates 1 2 3 71 2 3 16 251
Convergence clubs among Brazilian municipalities 0 0 1 75 2 3 16 307
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 0 0 5 17
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 1 3 3 16 27
Dynamic functional data analysis with non-parametric state space models 0 0 1 16 1 3 8 66
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 1 68 3 3 24 282
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 0 3 0 1 13 21
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 0 192 1 1 11 591
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 0 1 1 1 11 16
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 14 2 2 15 56
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 4 4 13 17
Generalized Tests of Investment Fund Performance 0 0 1 3 3 3 19 43
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 1 2 5 9 2 3 13 43
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 1 3 1 4 9 23
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 2 4 15 297
Indirect Inference in fractional short-term interest rate diffusions 0 0 1 3 1 1 6 45
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 0 3 6 12 1 6 23 40
Is Bitcoin a bubble? 0 0 0 95 0 1 19 410
List of Reviewers - 2015 0 0 0 5 3 3 5 44
Lista de Avaliadores - 2014 0 0 0 0 3 3 7 25
Long memory in the R$ / US$ exchange rate: A robust analysis 0 0 0 0 1 1 8 31
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 0 0 3 3 4 15 24
Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach 0 0 0 0 0 4 16 16
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 0 2 2 2 15 31
New evidence on the role of cognitive skill in economic development 0 0 0 17 1 1 11 100
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 2 2 15 38
Nonlinear dependence in cryptocurrency markets 0 0 2 19 1 1 16 91
Nonparametric Autoregressive Copula Forecasting via Boundary-Reflected Kernel Estimation 0 0 0 0 3 4 7 7
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 3 4 11 41
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 0 1 6 8 3 4 33 40
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 1 6 1 1 16 29
Spillovers and jumps in global markets: A comparative analysis 0 0 1 2 1 1 12 26
Temperature shocks and stock returns in Brazil: a spatio-temporal approach to estimating the risk premium 0 0 0 0 4 4 6 6
The impact of co-jumps in the oil sector 0 0 0 5 5 5 16 44
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 0 6 0 1 6 40
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 1 1 1 54 6 6 20 171
Time-varying higher moments in Bitcoin 0 0 0 3 1 1 10 22
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 1 3 11 48
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 1 4 1 1 5 32
Volatility and return jumps in bitcoin 0 1 10 86 2 4 44 311
When Does Central Bank Communication Matter? Textual Information, Dynamics, and Regularization 0 0 3 3 1 1 11 11
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 0 2 8 1 2 22 57
Total Journal Articles 3 12 58 1,423 107 149 815 5,869

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-11-12