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Long memory in the R$, US$ exchange rate : a robust analysis
Laurini, Márcio Poletti, (2004)
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Caldeira, João F., (2010)
Empirical market microstructure : an analysis of the BRL/US$ exchange rate market
Laurini, Márcio Poletti, (2008)