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Márcio Laurini
Márcio Laurini
FEA-RP USP
Email verificata su fearp.usp.br
Titolo
Citata da
Citata da
Anno
Volatility and return jumps in bitcoin
P Chaim, MP Laurini
Economics Letters 173, 158-163, 2018
2062018
Is Bitcoin a bubble?
P Chaim, MP Laurini
Physica A: Statistical Mechanics and its Applications 517, 222-232, 2019
1622019
Income convergence clubs for Brazilian municipalities: a non-parametric analysis
M Laurini, E Andrade, PL Valls Pereira
Applied Economics 37 (18), 2099-2118, 2005
105*2005
Convergence clubs among Brazilian municipalities
E Andrade, M Laurini, R Madalozzo, PLV Pereira
Economics Letters 83 (2), 179-184, 2004
922004
Nonlinear dependence in cryptocurrency markets
P Chaim, MP Laurini
The North American Journal of Economics and Finance 48, 32-47, 2019
872019
Bayesian extensions to diebold-li term structure model
MP Laurini, LK Hotta
International Review of Financial Analysis 19 (5), 342-350, 2010
712010
Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence
LGC Furlani, MS Portugal, MP Laurini
Economic Modelling 27 (1), 284-295, 2010
402010
Constrained smoothing B-splines for the term structure of interest rates
MP Laurini, M Moura
Insurance: Mathematics and Economics 46 (2), 339-350, 2010
342010
A note on the use of quantile regression in beta convergence analysis
M Laurini
Economics Bulletin 3 (52), 1-8, 2007
262007
The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil
MP Laurini
Renewable and Sustainable Energy Reviews 70, 1-12, 2017
252017
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
JF Caldeira, MP Laurini, MS Portugal
Brazilian Review of Econometrics 30 (1), 123-161, 2010
24*2010
Testing convergence across municipalities in Brazil using quantile regression
E Andrade, M Laurini, R Madalozzo, P Pereira
São Paulo: Ibmec, 2002
242002
Empirical market microstructure: An analysis of the BRL/US $ exchange rate market
MP Laurini, LGC Furlani, MS Portugal
Emerging Markets Review 9 (4), 247-265, 2008
232008
Long memory in the R exchange rate: A robust analysis
MP Laurini, MS Portugal
Brazilian Review of Econometrics 24 (1), 109–147-109–147, 2004
222004
A noisy principal component analysis for forward rate curves
MP Laurini, A Ohashi
European Journal of Operational Research 246 (1), 140-153, 2015
202015
A spatio‐temporal approach to estimate patterns of climate change
MP Laurini
Environmetrics 30 (1), e2542, 2019
192019
Does ownership affect the variability of the production process? Evidence from international courier services
C Hsieh, SG Lazzarini, JA Nickerson, M Laurini
Organization Science 21 (4), 892-912, 2010
192010
Conditional stochastic kernel estimation by nonparametric methods
MP Laurini, PLV Pereira
Economics Letters 105 (3), 234-238, 2009
192009
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines
MP Laurini
Applied Stochastic Models in Business and Industry 27 (6), 649-659, 2011
182011
Spatio-temporal analysis of fire occurrence in Australia
F Valente, M Laurini
Stochastic Environmental Research and Risk Assessment 35 (9), 1759-1770, 2021
172021
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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