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 | 2 | 7 | 59 | 3 | 13 | 34 | 173 |
| Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets | 0 | 0 | 0 | 33 | 2 | 3 | 6 | 132 |
| Volatility Risk Premia and Future Commodity Returns | 0 | 1 | 2 | 52 | 0 | 1 | 4 | 75 |
| Volatility risk premia and future commodities returns | 0 | 0 | 0 | 44 | 0 | 2 | 3 | 75 |
| Total Working Papers | 0 | 3 | 9 | 188 | 5 | 19 | 47 | 455 |
| 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 | 1 | 5 | 7 | 96 |
| Implied volatility term structure and exchange rate predictability | 0 | 0 | 3 | 13 | 2 | 5 | 14 | 53 |
| Non-Parametric Pricing of Interest Rates Options | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 23 |
| The impact of co-jumps in the oil sector | 0 | 0 | 0 | 5 | 0 | 2 | 2 | 30 |
| The stochastic volatility model with random jumps and its application to BRL/USD exchange rate | 0 | 0 | 1 | 53 | 2 | 3 | 6 | 154 |
| Volatility risk premia and future commodity returns | 0 | 0 | 0 | 15 | 0 | 1 | 5 | 85 |
| Total Journal Articles | 0 | 0 | 4 | 110 | 5 | 16 | 34 | 441 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
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
LogEc 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