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Non-parametric pricing of interest rates options

Mauad, Roberto Baltieri; Laurini, Márcio Poletti - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 2, pp. 201-240

Persistent link: https://www.econbiz.de/10011538557

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

Multivariate stochastic volatility-double jump model : an application for oil assets

Laurini, Márcio Poletti; Mauad, Roberto Baltieri; … - 2016

Persistent link: https://www.econbiz.de/10011444747

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

Income convergence clubs for Brazilian Municipalities: a non-parametric analysis

Laurini, Marcio; Andrade, Eduardo; Pereira, Pedro L. Valls - In: Applied Economics 37 (2005) 18, pp. 2099-2118

This article analyses the evolution of relative per capita income distribution of Brazilian municipalities over the period 1970-1996. Analyses are based on non-parametric methodologies and do not assume probability distributions or functional forms for the data. Two convergence tests have been...

Persistent link: https://www.econbiz.de/10005475415

Testing Convergence Across Municipalities in Brazil Using Quantile Regression

Andrade, Eduardo; Laurini, Márcio; Madalozzo, Regina; … - Insper Instituto de Ensino e Pesquisa - 2002

Persistent link: https://www.econbiz.de/10005069975

Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica

Laurini, Márcio; Andrade, Eduardo; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2003

Persistent link: https://www.econbiz.de/10005112643

Convergence clubs among Brazilian municipalities

Andrade, Eduardo; Laurini, Marcio; Madalozzo, Regina; … - In: Economics Letters 83 (2004) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10005297103

Convergence clubs among Brazilian municipalities

Andrade, Eduardo; Laurini, Márcio; Madalozzo, Regina; … - In: Economics letters 83 (2004) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10006757779

Income convergence clubs for Brazilian Municipalities: a non-parametric analysis

Laurini, Márcio; Andrade, Eduardo; Valls Pereira, Pedro L. - In: Applied economics 37 (2005) 18, pp. 2099-2118

Persistent link: https://www.econbiz.de/10007638824