Márcio Laurini : Citation Profile

Are you Márcio Laurini?

Universidade de São Paulo

10

H index

10

i10 index

352

Citations

RESEARCH PRODUCTION:

49

Articles

41

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 16
   Journals where Márcio Laurini has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 21 (5.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla86
   Updated: 2024-11-08    RAS profile: 2024-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Chaim, Pedro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Márcio Laurini.

Is cited by:

Resende, Guilherme (13)

Cravo, Túlio (10)

Corbet, Shaen (8)

Morita Sakowski, Patricia (6)

Rulliere, Didier (6)

Ywata de Carvalho, Alexandre (6)

Fernandez Bariviera, Aurelio (5)

Bouri, Elie (5)

Figà-Talamanca, Gianna (5)

Klose, Jens (4)

Sensoy, Ahmet (4)

Cites to:

Diebold, Francis (45)

Rudebusch, Glenn (30)

Christensen, Jens (18)

Bollerslev, Tim (18)

Perron, Pierre (15)

Shephard, Neil (15)

Ang, Andrew (13)

Fama, Eugene (11)

Hamilton, James (11)

Svensson, Lars (11)

Li, Canlin (10)

Main data

Where Márcio Laurini has published?

Journals with more than one article published# docs
Brazilian Review of Econometrics4
Brazilian Review of Finance4
Economics Letters4
Economics Bulletin3
Econometrics2
Stats2
Mathematics2

Working Papers Series with more than one paper published# docs
IBMEC RJ Economics Discussion Papers / Economics Research Group, IBMEC Business School - Rio de Janeiro8

Recent works citing Márcio Laurini (2024 and 2023)

YearTitle of citing document
2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Factors of production, productivity, institutions, and development: Evidence from Brazil. (2023). Nakabashi, Luciano ; Pereira, Ana Elisa. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:1034-1055.

Full description at Econpapers || Download paper

2023Stop-loss rules and momentum payoffs in cryptocurrencies. (2023). Butt, Hilal Anwar ; Sadaqat, Mohsin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000473.

Full description at Econpapers || Download paper

2023Beyond distance: The spatial relationships of European regional economic growth. (2023). Glocker, Christian ; Krisztin, Tamas ; Piribauer, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001410.

Full description at Econpapers || Download paper

2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

Full description at Econpapers || Download paper

2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

Full description at Econpapers || Download paper

2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

Full description at Econpapers || Download paper

2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

Full description at Econpapers || Download paper

2023Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. (2023). Cummins, Mark ; Atkins, Philip J. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1331-1348.

Full description at Econpapers || Download paper

2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

Full description at Econpapers || Download paper

2023Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. (2023). Yarovaya, Larisa ; Ali, Md Hakim ; Karim, Muhammad Mahmudul ; Hammoudeh, Shawkat ; Uddin, Md Hamid. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106.

Full description at Econpapers || Download paper

2023Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134.

Full description at Econpapers || Download paper

2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

Full description at Econpapers || Download paper

2023Co-jump dynamicity in the cryptocurrency market: A network modelling perspective. (2023). Chen, Yan ; Bouri, Elie ; Zhang, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007444.

Full description at Econpapers || Download paper

2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

Full description at Econpapers || Download paper

2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

Full description at Econpapers || Download paper

2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

Full description at Econpapers || Download paper

2023Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13.

Full description at Econpapers || Download paper

2024If GPU(time) == money: Sustainable crypto-asset market? Analysis of similarity among crypto-asset financial time series. (2024). Ziba, Damian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:863-912.

Full description at Econpapers || Download paper

2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

Full description at Econpapers || Download paper

2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

Full description at Econpapers || Download paper

2023Changes in the market structure and risk management of Bitcoin and its forked coins. (2023). Baltas, Konstantinos ; Nguyen, Thong Trung ; Narayan, Seema ; Ren, Yi-Shuai ; Ma, Chaoqun ; Kong, Xiaolin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000569.

Full description at Econpapers || Download paper

2023A hybrid approach for forecasting bitcoin series. (2023). Belkacem, Lotfi ; Boubaker, Heni ; Mtiraoui, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s027553192300137x.

Full description at Econpapers || Download paper

2024Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

Full description at Econpapers || Download paper

2024Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

Full description at Econpapers || Download paper

2023On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511.

Full description at Econpapers || Download paper

2023Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach. (2023). Moussa, Wajdi ; Bejaoui, Azza ; Mgadmi, Nidhal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09384-6.

Full description at Econpapers || Download paper

2024Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

Full description at Econpapers || Download paper

2023Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking. (2023). Oxley, Les ; Corbet, Shaen. In: Review of Corporate Finance. RePEc:now:jnlrcf:114.00000049.

Full description at Econpapers || Download paper

2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: Working Papers. RePEc:pre:wpaper:202416.

Full description at Econpapers || Download paper

2023Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic. (2023). Liu, Yuntong ; Zhang, Yifeng ; Wei, YU ; Wang, Qian. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:391-432.

Full description at Econpapers || Download paper

2023Forecasting bitcoin volatility: exploring the potential of deep learning. (2023). Rubio, Lihki ; Ramos, Filipe R ; Pratas, Tiago E. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00232-0.

Full description at Econpapers || Download paper

2024Market 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

2023Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929.

Full description at Econpapers || Download paper

Márcio Laurini is editor of

Journal
Brazilian Review of Finance

Works by Márcio Laurini:

YearTitleTypeCited
2016MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÍTULOS BRASILEIRO In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2014A Noisy Principal Component Analysis for Forward Rate Curves In: Papers.
[Full Text][Citation analysis]		paper13
2015A noisy principal component analysis for forward rate curves.(2015) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2022Spatial heterogeneities, institutions, and income: Evidence for Brazil In: Papers in Regional Science.
[Full Text][Citation analysis]		article2
2016Poverty Elasticity: A Note on a New Empirical Approach In: Review of Income and Wealth.
[Full Text][Citation analysis]		article2
2013A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2012A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models.(2012) In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Lista de Avaliadores - 2014 In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2015List of Reviewers - 2015 In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2016Brazilian Review of Finance 2015 Editorial Report In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2010Variance Swaps in BM&F: Pricing and Viability of Hedge In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2007A note on the use of quantile regression in beta convergence analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2007A note on the use of quantile regression in beta convergence analysis.(2007) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2011Bayesian Factor Selection in Dynamic Term Structure Models In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2011Bayesian Factor Selection in Dynamic Term Structure Models.(2011) In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2004Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper22
2005Income convergence clubs for Brazilian Municipalities: a non-parametric analysis.(2005) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2010Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence In: Economic Modelling.
[Full Text][Citation analysis]		article15
2008Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence.(2008) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2019Nonlinear dependence in cryptocurrency markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article29
2009Conditional stochastic kernel estimation by nonparametric methods In: Economics Letters.
[Full Text][Citation analysis]		article12
2007Conditional Stochastic Kernel Estimation by Nonparametric Methods.(2007) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2012New evidence on the role of cognitive skill in economic development In: Economics Letters.
[Full Text][Citation analysis]		article5
2010New Evidence on the Role of Cognitive Skill in Economic Development.(2010) In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2018Volatility and return jumps in bitcoin In: Economics Letters.
[Full Text][Citation analysis]		article90
2004Convergence clubs among Brazilian municipalities In: Economics Letters.
[Full Text][Citation analysis]		article25
2003Convergence Clubs Among Brazilian Municipalities.(2003) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2008Empirical market microstructure: An analysis of the BRL/US$ exchange rate market In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2010Bayesian extensions to Diebold-Li term structure model In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2008Bayesian extensions to diebold-li term structure model.(2008) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2015A common jump factor stochastic volatility model In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2010Constrained smoothing B-splines for the term structure of interest rates In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article13
2007Constrained Smoothing Splines for the Term Structure of Interest Rates.(2007) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2013Indirect Inference in fractional short-term interest rate diffusions In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article2
2019Is Bitcoin a bubble? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article46
2017The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article5
2016A macro-finance term structure model with multivariate stochastic volatility In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2020The impact of co-jumps in the oil sector In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2014Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach In: International Econometric Review (IER).
[Full Text][Citation analysis]		article0
2009Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados.(2009) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados.(2009) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension In: Econometrics.
[Full Text][Citation analysis]		article0
2020Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach In: Econometrics.
[Full Text][Citation analysis]		article0
2023Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market In: IJFS.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2003Long Memory int the R$/US$ Exchange Rate: A Robust Analysis In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper5
2004Long memory in the R$ / US$ exchange rate: A robust analysis.(2004) In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2003Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper2
2008Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data In: Insper Working Papers.
[Full Text][Citation analysis]		paper2
2008Inferência indireta em modelos fracionários de taxas de juros de curto prazo In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2008Funções de Cópula na Precificação de Opções In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2009Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2009Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2009Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2009Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2009Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2010Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2010Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2002Testing Convergence Across Municipalities in Brazil Using Quantile Regression In: Insper Working Papers.
[Full Text][Citation analysis]		paper2
2003Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica In: Insper Working Papers.
[Full Text][Citation analysis]		paper4
2004Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2007Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li In: Insper Working Papers.
[Full Text][Citation analysis]		paper1
2007Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines In: Insper Working Papers.
[Full Text][Citation analysis]		paper2
2007Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência In: Insper Working Papers.
[Full Text][Citation analysis]		paper0
2011Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]		paper1
2014Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations.(2014) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2012Dynamic Functional Data Analysis with Nonparametric State Space Models. In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]		paper1
2014Dynamic functional data analysis with non-parametric state space models.(2014) In: Journal of Applied Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2012Generalized Tests of Investment Fund Performance In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Generalized Tests of Investment Fund Performance.(2011) In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2012Some Comments on a Macro-Finance Model with Stochastic Volatility In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services In: Organization Science.
[Full Text][Citation analysis]		article6
2020Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper0
2017A spatial error model with continuous random effects and an application to growth convergence In: Journal of Geographical Systems.
[Full Text][Citation analysis]		article4
2017Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2012Poverty Elasticity- a New Empirical Approach In: Série Textos para Discussão (Working Papers).
[Full Text][Citation analysis]		paper0
2010Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article1
2012Non-Parametric Pricing of Interest Rates Options In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article0
2017A continuous spatio-temporal model for house prices in the USA In: The Annals of Regional Science.
[Full Text][Citation analysis]		article1
2023Time-varying higher moments in Bitcoin In: Digital Finance.
[Full Text][Citation analysis]		article1
2021Brazilian stock market bubble in the 2010s In: SN Business & Economics.
[Full Text][Citation analysis]		article0
2013A Dynamic Econometric Model for Inflationary Inertia In Brazil In: Journal of Statistical and Econometric Methods.
[Full Text][Citation analysis]		article2
2021Spillovers and jumps in global markets: A comparative analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team