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 1 3 138
A Noisy Principal Component Analysis for Forward Rate Curves 0 0 1 42 0 1 3 42
A note on the use of quantile regression in beta convergence analysis 0 0 0 87 0 0 4 214
Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana 0 0 1 20 0 0 4 55
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 2 56 2 2 6 164
Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA 0 0 0 70 1 1 4 168
Bayesian extensions to diebold-li term structure model 0 0 0 216 0 1 4 565
Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica 0 0 0 85 0 1 3 259
Conditional Stochastic Kernel Estimation by Nonparametric Methods 0 0 0 72 0 2 2 158
Constrained Smoothing Splines for the Term Structure of Interest Rates 0 0 0 60 0 1 5 220
Convergence Clubs Among Brazilian Municipalities 0 0 0 131 1 1 2 287
Dynamic Functional Data Analysis with Nonparametric State Space Models 0 0 1 155 1 2 7 418
Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data 0 1 1 50 0 1 3 125
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 44 0 0 0 134
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados 0 0 0 21 0 0 2 81
Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence 1 2 2 131 1 3 5 271
Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li 0 0 0 1,049 0 1 3 1,378
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 272 1 2 5 491
Funções de Cópula na Precificação de Opções 0 0 0 206 0 1 5 92
Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge 0 0 1 41 1 4 8 149
Generalized Tests of Investment Fund Performance 0 0 0 77 0 0 4 261
Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines 0 1 2 127 2 3 6 386
Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) 0 0 0 32 0 0 3 214
Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis 0 0 0 93 0 2 6 365
Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores 0 0 0 30 0 0 5 74
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 25 0 0 1 68
Long Memory int the R$/US$ Exchange Rate: A Robust Analysis 0 0 1 200 0 0 3 749
MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO 0 0 0 7 1 2 8 36
Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate 0 0 0 162 0 0 1 391
Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência 1 1 3 84 1 1 5 274
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 14 1 1 1 68
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 7 0 0 1 57
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 0 1 59
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 1 5 27 1 3 27 95
New Evidence on the Role of Cognitive Skill in Economic Development 0 1 1 115 1 3 6 248
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators 1 35 37 37 5 16 21 21
Poverty Elasticity- a New Empirical Approach 0 0 0 16 0 0 3 60
Some Comments on a Macro-Finance Model with Stochastic Volatility 0 0 0 63 3 4 10 210
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro 0 0 0 55 0 1 1 80
Testing Convergence Across Municipalities in Brazil Using Quantile Regression 0 0 0 148 0 0 3 390
Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros 0 0 0 35 0 0 2 88
Total Working Papers 3 42 58 4,229 23 61 196 9,603

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 14 1 1 4 37
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models 0 0 0 9 0 0 2 34
A common jump factor stochastic volatility model 0 0 1 16 1 1 8 68
A continuous spatio-temporal model for house prices in the USA 0 0 0 13 1 2 8 54
A macro-finance term structure model with multivariate stochastic volatility 0 0 0 16 0 1 7 85
A noisy principal component analysis for forward rate curves 1 1 2 8 3 5 14 54
A note on the use of quantile regression in beta convergence analysis 0 0 0 47 0 0 5 158
A spatial error model with continuous random effects and an application to growth convergence 0 0 2 8 0 2 17 41
A spatio‐temporal approach to estimate patterns of climate change 0 0 0 0 0 0 4 6
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach 0 0 2 24 1 1 8 92
Bayesian Factor Selection in Dynamic Term Structure Models 0 0 1 58 0 2 6 194
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility 0 0 0 1 0 0 10 30
Bayesian extensions to Diebold-Li term structure model 0 1 2 62 0 2 8 177
Brazilian Review of Finance 2015 Editorial Report 0 0 0 16 0 0 1 79
Conditional stochastic kernel estimation by nonparametric methods 0 0 0 119 1 1 4 341
Constrained smoothing B-splines for the term structure of interest rates 0 0 0 64 0 0 4 202
Convergence clubs among Brazilian municipalities 0 0 2 71 0 0 4 274
Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services 0 0 0 0 0 0 2 7
Dynamic functional data analysis with non-parametric state space models 0 0 0 12 1 7 11 47
Empirical market microstructure: An analysis of the BRL/US$ exchange rate market 1 1 1 65 1 1 7 249
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence 1 3 5 180 3 6 13 549
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 11 0 0 0 32
Generalized Tests of Investment Fund Performance 0 0 0 0 0 0 2 12
Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market 0 0 0 2 0 0 0 17
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines 0 0 0 0 0 0 1 4
Income convergence clubs for Brazilian Municipalities: a non-parametric analysis 0 0 0 69 0 0 2 274
Indirect Inference in fractional short-term interest rate diffusions 0 0 0 2 0 0 0 33
Is Bitcoin a bubble? 1 1 12 31 3 10 51 162
List of Reviewers - 2015 0 0 0 5 1 1 4 35
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 1 1 4 18
New evidence on the role of cognitive skill in economic development 0 1 1 16 1 3 5 78
Non-Parametric Pricing of Interest Rates Options 0 0 0 1 0 0 4 15
Nonlinear dependence in cryptocurrency markets 0 0 0 7 2 2 9 29
Poverty Elasticity: A Note on a New Empirical Approach 0 0 0 4 0 0 0 21
The impact of co-jumps in the oil sector 0 1 1 1 2 3 6 6
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil 0 0 0 5 1 2 8 22
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate 0 0 3 38 1 1 9 108
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach 0 1 4 4 0 4 15 15
Variance Swaps in BM&F: Pricing and Viability of Hedge 0 0 0 3 1 1 6 21
Volatility and return jumps in bitcoin 2 3 16 27 4 17 60 118
Total Journal Articles 6 13 57 1,029 30 77 333 3,815

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Statistics updated 2021-01-03