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 3 7 153
A Noisy Principal Component Analysis for Forward Rate Curves 1 1 1 44 1 6 7 57
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 0 0 2 2 3 3
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 56 0 2 4 174
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 73 0 2 3 184
Dynamic Functional Data Analysis with Nonparametric State Space Models 1 1 2 158 1 4 8 438
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 0 0 0 2 5 5 5
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 0 0 1 1 1
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo contraste generalizados 0 0 0 0 1 2 2 2
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 0 0 0 0 0 1 3 3
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 1 1 275 2 3 5 512
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 0 0 1 2 2 2
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 2 2 2 373
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 0 0 1 1 1
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 1 13 1 2 4 52
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 0 0 0 0 1 1 6 6
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 0 1 2 2 2
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 1 5 67
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 2 3 6 132
New Evidence on the Role of Cognitive Skill in Economic Development 0 0 0 124 0 1 3 287
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 0 0 0 43 4 9 11 101
Poverty Elasticity- a New Empirical Approach 0 0 0 18 2 3 5 78
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 1 66 0 0 2 253
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 0 3 4 5 5
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 0 3 4 5 5
Total Working Papers 2 3 8 1,146 30 66 107 3,167
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 2 3 54
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 1 2 39
A common jump factor stochastic volatility model 0 0 0 19 1 5 7 96
A continuous spatio-temporal model for house prices in the USA 0 0 0 17 1 4 4 68
A macro-finance term structure model with multivariate stochastic volatility 0 0 2 27 1 1 7 111
A noisy principal component analysis for forward rate curves 0 0 2 21 2 6 10 89
A note on the use of quantile regression in beta convergence analysis 1 1 2 52 2 2 6 179
A spatial error model with continuous random effects and an application to growth convergence 0 0 1 12 2 6 10 80
A spatio‐temporal approach to estimate patterns of climate change 1 1 1 6 2 3 5 19
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 2 27 0 1 3 108
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 0 60 1 2 3 204
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 1 1 5 11 1 3 10 53
Bayesian Inference for Long Memory Stochastic Volatility Models 0 1 1 2 2 9 15 16
Bayesian extensions to Diebold-Li term structure model 0 1 5 76 1 3 13 217
Bayesian spatio-temporal modeling of real estate launch prices 0 1 4 14 3 6 11 36
Brazilian Review of Finance 2015 Editorial Report 0 0 0 17 0 1 2 88
Brazilian stock market bubble in the 2010s 0 0 0 9 3 5 10 34
Conditional stochastic kernel estimation by nonparametric methods 0 0 1 127 1 1 6 359
Constrained smoothing B-splines for the term structure of interest rates 1 1 1 69 4 8 8 239
Convergence clubs among Brazilian municipalities 0 0 1 74 1 1 4 292
Data Cloning Estimation and Identification of a Medium-Scale DSGE Model 0 0 0 1 0 2 4 12
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 1 4 7 8 17
Dynamic functional data analysis with non-parametric state space models 1 1 1 16 1 2 3 60
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 0 0 1 67 1 2 4 260
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach 0 0 2 3 0 3 9 11
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 0 0 0 192 2 3 7 583
Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market 0 0 1 1 1 2 5 6
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 2 14 2 3 7 43
Foreign Exchange Expectation Errors and Filtration Enlargements 0 0 0 0 1 3 4 6
Generalized Tests of Investment Fund Performance 0 0 0 2 0 2 3 25
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 0 1 4 2 2 5 32
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 0 2 2 5 6 16
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 70 1 1 1 283
Indirect Inference in fractional short-term interest rate diffusions 0 1 1 3 1 3 5 42
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix 1 2 8 8 3 7 22 23
Is Bitcoin a bubble? 0 1 6 95 1 6 15 394
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 2 3 5 25
Lottery stocks in Brazil: investigating risk premium and investor behavior 0 0 2 3 0 1 6 9
Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension 0 0 0 2 3 8 11 21
New evidence on the role of cognitive skill in economic development 0 0 0 17 0 5 7 92
Non-Parametric Pricing of Interest Rates Options 0 0 0 5 0 0 0 23
Nonlinear dependence in cryptocurrency markets 0 0 2 17 2 7 17 80
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 5 1 1 4 31
Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions 1 3 4 4 4 6 12 12
Spatial heterogeneities, institutions, and income: Evidence for Brazil 0 0 0 5 0 2 2 15
Spillovers and jumps in global markets: A comparative analysis 0 0 1 1 2 4 10 16
The impact of co-jumps in the oil sector 0 0 0 5 0 2 2 30
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 1 1 6 2 3 3 36
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 1 53 2 3 6 154
Time-varying higher moments in Bitcoin 0 0 2 3 0 1 8 13
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 0 0 9 1 1 2 38
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 0 1 1 27
Volatility and return jumps in bitcoin 1 1 7 77 5 10 30 277
Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market 0 1 3 6 0 6 19 38
Total Journal Articles 8 18 75 1,378 75 187 392 5,188

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Statistics updated 2026-01-08