8
H index
6
i10 index
202
Citations
Universidade de São Paulo | 8 H index 6 i10 index 202 Citations RESEARCH PRODUCTION: 41 Articles 41 Papers EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Márcio Laurini. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Brazilian Review of Finance | 4 |
Brazilian Review of Econometrics | 4 |
Economics Letters | 4 |
Economics Bulletin | 3 |
Working Papers Series with more than one paper published | # docs |
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IBMEC RJ Economics Discussion Papers / Economics Research Group, IBMEC Business School - Rio de Janeiro | 8 |
Year | Title of citing document |
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2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723. Full description at Econpapers || Download paper |
2021 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper |
2020 | Editorial: Understanding Cryptocurrencies. (2020). Reule, Raphael ; Raphael, ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2007.14702. Full description at Econpapers || Download paper |
2020 | Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk. (2020). Kim, Youngshin ; Kurosaki, Tetsuo. In: Papers. RePEc:arx:papers:2010.08900. Full description at Econpapers || Download paper |
2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper |
2021 | Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets. (2021). Wang, Tianyi ; Yu, Mei ; Cheng, Zhiyong ; Deng, Jun. In: Papers. RePEc:arx:papers:2102.04591. Full description at Econpapers || Download paper |
2020 | Convergence or confusion? A study of world economic growth. (2020). Yoon, Yong ; Ryu, Keunkwan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00728. Full description at Econpapers || Download paper |
2020 | Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304187. Full description at Econpapers || Download paper |
2020 | The impact of blockchain related name changes on corporate performance. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302030. Full description at Econpapers || Download paper |
2020 | Does monetary policy credibility mitigate the fear of floating?. (2020). Ferreira, Caio Ferrari ; Montes, Gabriel Caldas. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:76-87. Full description at Econpapers || Download paper |
2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper |
2020 | Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255. Full description at Econpapers || Download paper |
2020 | Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620. Full description at Econpapers || Download paper |
2020 | Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647. Full description at Econpapers || Download paper |
2020 | What drives Bitcoin’s price crash risk?. (2020). Urquhart, Andrew ; Sakkas, Athanasios ; Papakyriakou, Panayiotis ; Kalyvas, Antonios. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303908. Full description at Econpapers || Download paper |
2020 | Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203. Full description at Econpapers || Download paper |
2020 | Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355. Full description at Econpapers || Download paper |
2020 | Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension. (2020). Inacio, C. M. C., ; David, S A ; Machado, J. A. T., ; Quintino, D D. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319304098. Full description at Econpapers || Download paper |
2020 | Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x. Full description at Econpapers || Download paper |
2020 | Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106. Full description at Econpapers || Download paper |
2020 | Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377. Full description at Econpapers || Download paper |
2020 | Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization. (2020). Caldeira, Joo Frois ; Henrique, Fernando ; Turattia, Douglas Eduardo. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306415. Full description at Econpapers || Download paper |
2020 | Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models. (2020). Ben Cheikh, Nidhaleddine ; Chevallier, Julien ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930162x. Full description at Econpapers || Download paper |
2020 | Intraday efficiency-frequency nexus in the cryptocurrency markets. (2020). Sensoy, Ahmet ; Aslan, Aylin. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319308025. Full description at Econpapers || Download paper |
2020 | Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300133. Full description at Econpapers || Download paper |
2020 | Multifractal behavior in the dynamics of Brazilian inflation indices. (2020). , Tiago ; Stosic, Tatijana ; de Lima, Neilson F ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300145. Full description at Econpapers || Download paper |
2020 | Do Bitcoin and other cryptocurrencies jump together?. (2020). Hussain, Syed Jawad ; Roubaud, David ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:396-409. Full description at Econpapers || Download paper |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037. Full description at Econpapers || Download paper |
2020 | Attention allocation and international stock return comovement: Evidence from the Bitcoin market. (2020). Li, Xiao ; Hu, Yitong ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304992. Full description at Econpapers || Download paper |
2020 | Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Lucey, Brian ; Cumming, Douglas ; Akyildirim, Erdin . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310179. Full description at Econpapers || Download paper |
2020 | Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines. (2020). Fabris, Antonio Elias ; Moura, Marcelo ; Alencar, Airlane Pereira ; Mineo, Eduardo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:65-:d:340878. Full description at Econpapers || Download paper |
2020 | Does Bitcoin Hedge Commodity Uncertainty?. (2020). Nguyen, Thang X ; Poch, Kongchheng ; Hoang, Khanh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:119-:d:369078. Full description at Econpapers || Download paper |
2020 | A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020. (2020). Carneiro, Andre Fluminense ; de Melo, Beatriz Vaz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:192-:d:403893. Full description at Econpapers || Download paper |
2020 | The Geography of Well-being in Colombia. (2020). Tortosa-Ausina, Emili ; Picazo-Tadeo, Andres ; Peiro-Palomino, Jesus . In: Working Papers. RePEc:jau:wpaper:2020/03. Full description at Econpapers || Download paper |
2020 | Application of the Absorption Ratio to Illustrate Financial Connectedness and Interlinkages. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202022. Full description at Econpapers || Download paper |
2020 | Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034. Full description at Econpapers || Download paper |
2021 | Factors Determining the Development of Minimum Comparable Areas and Spatial Interaction. (2021). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:9e7xz. Full description at Econpapers || Download paper |
2020 | “Understanding growth convergence in India (1981–2010): Looking beyond the usual suspectsâ€. (2020). Mukhopadhyay, Pranab ; Lolayekar, Aparna P. In: PLOS ONE. RePEc:plo:pone00:0233549. Full description at Econpapers || Download paper |
2020 | A Multivariate GARCH-Jump Mixture Model. (2020). Maheu, John ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:104770. Full description at Econpapers || Download paper |
2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003. Full description at Econpapers || Download paper |
2020 | Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Franchising contracts in fashion supply chain operations: models, practices, and real case study. (2020). Chen, Yue ; Guo, Shu ; Chung, Sai-Ho. In: Annals of Operations Research. RePEc:spr:annopr:v:291:y:2020:i:1:d:10.1007_s10479-018-2998-5. Full description at Econpapers || Download paper |
2021 | Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Saeed, Tareq ; Kang, Sang Hoon ; Bouri, Elie ; Hussain, Syed Jawad. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00210-4. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Market efficiency and volatility persistence of cryptocurrency during pre? and post?crash periods of Bitcoin: Evidence based on fractional integration. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Abu, Nuruddeen ; Mudida, Robert. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335. Full description at Econpapers || Download paper |
2020 | Cryptocurrency volatility forecasting: A Markov regime?switching MIDAS approach. (2020). M. I. M. Wahab, ; Ma, Yuanhui ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1277-1290. Full description at Econpapers || Download paper |
2020 | Investigating Regional Inequalities in India: Are Indian Districts Converging?. (2020). Tiwari, Chhavi ; Chakrabarti, Debkumar ; Bhattacharjee, Sankalpa. In: Journal of International Development. RePEc:wly:jintdv:v:32:y:2020:i:5:p:684-716. Full description at Econpapers || Download paper |
Journal | |
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Brazilian Review of Finance |
Year | Title | Type | Cited |
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2016 | MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÃTULOS BRASILEIRO In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
2014 | A Noisy Principal Component Analysis for Forward Rate Curves In: Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | A noisy principal component analysis for forward rate curves.(2015) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2016 | Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Poverty Elasticity: A Note on a New Empirical Approach In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 1 |
2013 | A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2012 | A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models.(2012) In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Lista de Avaliadores - 2014 In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2015 | List of Reviewers - 2015 In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Brazilian Review of Finance 2015 Editorial Report In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Variance Swaps in BM&F: Pricing and Viability of Hedge In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2007 | A note on the use of quantile regression in beta convergence analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
2007 | A note on the use of quantile regression in beta convergence analysis.(2007) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2011 | Bayesian Factor Selection in Dynamic Term Structure Models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2011 | Bayesian Factor Selection in Dynamic Term Structure Models.(2011) In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2004 | Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 21 |
2005 | Income convergence clubs for Brazilian Municipalities: a non-parametric analysis.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2010 | Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
2008 | Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence.(2008) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2019 | Nonlinear dependence in cryptocurrency markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2009 | Conditional stochastic kernel estimation by nonparametric methods In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
2007 | Conditional Stochastic Kernel Estimation by Nonparametric Methods.(2007) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | New evidence on the role of cognitive skill in economic development In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2010 | New Evidence on the Role of Cognitive Skill in Economic Development.(2010) In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Volatility and return jumps in bitcoin In: Economics Letters. [Full Text][Citation analysis] | article | 31 |
2004 | Convergence clubs among Brazilian municipalities In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
2003 | Convergence Clubs Among Brazilian Municipalities.(2003) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2008 | Empirical market microstructure: An analysis of the BRL/US$ exchange rate market In: Emerging Markets Review. [Full Text][Citation analysis] | article | 1 |
2010 | Bayesian extensions to Diebold-Li term structure model In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
2008 | Bayesian extensions to diebold-li term structure model.(2008) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | A common jump factor stochastic volatility model In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2010 | Constrained smoothing B-splines for the term structure of interest rates In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
2007 | Constrained Smoothing Splines for the Term Structure of Interest Rates.(2007) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2013 | Indirect Inference in fractional short-term interest rate diffusions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
2019 | Is Bitcoin a bubble? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
2017 | The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 3 |
2016 | A macro-finance term structure model with multivariate stochastic volatility In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2020 | The impact of co-jumps in the oil sector In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach In: International Econometric Review (IER). [Full Text][Citation analysis] | article | 0 |
2009 | Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados.(2009) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados.(2009) In: Insper Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2003 | Long Memory int the R$/US$ Exchange Rate: A Robust Analysis In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | Long memory in the R$ / US$ exchange rate: A robust analysis.(2004) In: Brazilian Review of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2003 | Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data In: Insper Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Inferência indireta em modelos fracionários de taxas de juros de curto prazo In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Funções de Cópula na Precificação de Opções In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança EmpÃrica e MÃnimo Contraste Generalizado In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empÃrica/mÃnimo constraste generalizados In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Testing Convergence Across Municipalities in Brazil Using Quantile Regression In: Insper Working Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Clubes de Convergência de Renda para os MunicÃpios Brasileiros: Uma Análise Não-Paramétrica In: Insper Working Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li In: Insper Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines In: Insper Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Microestrutura EmpÃrica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2012 | Dynamic Functional Data Analysis with Nonparametric State Space Models. In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Dynamic functional data analysis with non-parametric state space models.(2014) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2012 | Generalized Tests of Investment Fund Performance In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Generalized Tests of Investment Fund Performance.(2011) In: Brazilian Review of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2012 | Some Comments on a Macro-Finance Model with Stochastic Volatility In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services In: Organization Science. [Full Text][Citation analysis] | article | 5 |
2020 | Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 0 |
2017 | A spatial error model with continuous random effects and an application to growth convergence In: Journal of Geographical Systems. [Full Text][Citation analysis] | article | 1 |
2017 | Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2012 | Poverty Elasticity- a New Empirical Approach In: Série Textos para Discussão (Working Papers). [Full Text][Citation analysis] | paper | 0 |
2010 | Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 1 |
2012 | Non-Parametric Pricing of Interest Rates Options In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
2017 | A continuous spatio-temporal model for house prices in the USA In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 0 |
2013 | A Dynamic Econometric Model for Inflationary Inertia In Brazil In: Journal of Statistical and Econometric Methods. [Full Text][Citation analysis] | article | 1 |
2011 | Imposing noâ€arbitrage conditions in implied volatilities using constrained smoothing splines In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
2019 | A spatioâ€temporal approach to estimate patterns of climate change In: Environmetrics. [Full Text][Citation analysis] | article | 0 |
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