Access Statistics for Roberto Baltieri Mauad
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 | |
| Implied Volatility Term Structure and Exchange Rate Predictability | 0 | 0 | 7 | 59 | 3 | 11 | 37 | 181 |
| Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets | 0 | 0 | 0 | 33 | 0 | 6 | 8 | 136 |
| Volatility Risk Premia and Future Commodity Returns | 0 | 0 | 2 | 52 | 2 | 8 | 12 | 83 |
| Volatility risk premia and future commodities returns | 0 | 0 | 0 | 44 | 0 | 7 | 10 | 82 |
| Total Working Papers | 0 | 0 | 9 | 188 | 5 | 32 | 67 | 482 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A common jump factor stochastic volatility model | 0 | 0 | 0 | 19 | 2 | 6 | 12 | 101 |
| Implied volatility term structure and exchange rate predictability | 0 | 0 | 2 | 13 | 3 | 11 | 20 | 62 |
| Non-Parametric Pricing of Interest Rates Options | 0 | 0 | 0 | 5 | 3 | 6 | 6 | 29 |
| The impact of co-jumps in the oil sector | 0 | 0 | 0 | 5 | 2 | 5 | 7 | 35 |
| The stochastic volatility model with random jumps and its application to BRL/USD exchange rate | 0 | 0 | 0 | 53 | 0 | 5 | 8 | 157 |
| Volatility risk premia and future commodity returns | 0 | 0 | 0 | 15 | 0 | 2 | 7 | 87 |
| Total Journal Articles | 0 | 0 | 2 | 110 | 10 | 35 | 60 | 471 |
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