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A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
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2
A continuous spatio-temporal model for house prices in the USA
Laurini, Márcio Poletti
- In:
The annals of regional science : an international …
58
(
2017
)
1
,
pp. 209-233
Persistent link: https://www.econbiz.de/10011864479
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3
Can Brazilian Central Bank communication help to predict the yield curve?
Alves, Cássio Roberto de Andrade
;
Abraham, Kuruvilla Joseph
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1429-1444
Persistent link: https://www.econbiz.de/10014338912
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4
Time-varying higher moments in Bitcoin
Vieira, Leonardo Ieracitano
;
Laurini, Márcio Poletti
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
2
,
pp. 231-260
Persistent link: https://www.econbiz.de/10014369257
Saved in:
5
Interest rate forecasting with principal component analysis based on long-run covariance matrix
Hissinaga, Hugo
;
Laurini, Márcio Poletti
- In:
Annals of financial economics
19
(
2024
)
2
,
pp. 1-50
Persistent link: https://www.econbiz.de/10015323569
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6
Poverty elasticity : a note on a new empirical approach
Figueiredo, Erik
;
Laurini, Márcio Poletti
- In:
The review of income and wealth : journal of the …
62
(
2016
)
2
,
pp. 394-401
Persistent link: https://www.econbiz.de/10011621880
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7
A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio Poletti
;
Caldeira, João F.
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
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8
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
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9
Implicit inflation and risk premiums in the Brazilian fixed income market
Mariani, Lucas Argentieri
;
Laurini, Márcio Poletti
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1836-1853
Persistent link: https://www.econbiz.de/10011824783
Saved in:
10
The impact of co-jumps in the oil sector
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012548562
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