Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations

Indirect Inference in fractional short-term interest rate diffusions

Laurini, Márcio Poletti, (2013)

Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados

Laurini, Márcio Poletti, (2009)

Bayesian extensions to Diebold-Li term structure model

Laurini, Márcio Poletti, (2010)