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Artigo de periodico
Poverty elasticity: a note on a new empirical approach (2016)
Figueiredo, Erik; Laurini, Marcio Poletti
Source: Review of Income and Wealth. Unidade: FEARP
Subjects: POBREZA, DISTRIBUIÇÃO DE RENDA, DESENVOLVIMENTO HUMANO, CRISE ECONÔMICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FIGUEIREDO, Erik e LAURINI, Marcio Poletti. Poverty elasticity: a note on a new empirical approach. Review of Income and Wealth, v. 62, n. 2, p. 394-401, 2016Tradução . . Disponível em: https://doi.org/10.1111/roiw.12178. Acesso em: 19 abr. 2024.
APA
Figueiredo, E., & Laurini, M. P. (2016). Poverty elasticity: a note on a new empirical approach. Review of Income and Wealth, 62( 2), 394-401. doi:10.1111/roiw.12178
NLM
Figueiredo E, Laurini MP. Poverty elasticity: a note on a new empirical approach [Internet]. Review of Income and Wealth. 2016 ; 62( 2): 394-401.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1111/roiw.12178
Vancouver
Figueiredo E, Laurini MP. Poverty elasticity: a note on a new empirical approach [Internet]. Review of Income and Wealth. 2016 ; 62( 2): 394-401.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1111/roiw.12178
Artigo de periodico
A macro-finance term structure model with multivariate stochastic volatility (2016)
Laurini, Marcio Poletti ; Caldeira, João F.
Source: International Review of Economics and Finance. Unidade: FEARP
Subjects: MACROECONOMIA, TAXA DE JUROS, ECONOMIA, FINANÇAS, MODELOS PARA PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e CALDEIRA, João F. A macro-finance term structure model with multivariate stochastic volatility. International Review of Economics and Finance, v. 44, p. 68-90, 2016Tradução . . Disponível em: https://doi.org/10.1016/j.iref.2016.03.008. Acesso em: 19 abr. 2024.
APA
Laurini, M. P., & Caldeira, J. F. (2016). A macro-finance term structure model with multivariate stochastic volatility. International Review of Economics and Finance, 44, 68-90. doi:10.1016/j.iref.2016.03.008
NLM
Laurini MP, Caldeira JF. A macro-finance term structure model with multivariate stochastic volatility [Internet]. International Review of Economics and Finance. 2016 ; 44 68-90.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1016/j.iref.2016.03.008
Vancouver
Laurini MP, Caldeira JF. A macro-finance term structure model with multivariate stochastic volatility [Internet]. International Review of Economics and Finance. 2016 ; 44 68-90.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1016/j.iref.2016.03.008
Artigo de periodico
A noisy principal component analysis for forward rate curves (2015)
Laurini, Marcio Poletti ; Ohashi, Alberto
Source: European Journal of Operational Research. Unidade: FEARP
Subjects: TAXA DE JUROS, TAXAS DE JUROS FUTUROS, FINANÇAS, PREÇOS, ANÁLISE DE COVARIÂNCIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e OHASHI, Alberto. A noisy principal component analysis for forward rate curves. European Journal of Operational Research, v. 246, n. 1, p. 140–153, 2015Tradução . . Disponível em: https://doi.org/10.1016/j.ejor.2015.04.038. Acesso em: 19 abr. 2024.
APA
Laurini, M. P., & Ohashi, A. (2015). A noisy principal component analysis for forward rate curves. European Journal of Operational Research, 246( 1), 140–153. doi:10.1016/j.ejor.2015.04.038
NLM
Laurini MP, Ohashi A. A noisy principal component analysis for forward rate curves [Internet]. European Journal of Operational Research. 2015 ; 246( 1): 140–153.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1016/j.ejor.2015.04.038
Vancouver
Laurini MP, Ohashi A. A noisy principal component analysis for forward rate curves [Internet]. European Journal of Operational Research. 2015 ; 246( 1): 140–153.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1016/j.ejor.2015.04.038
Artigo de periodico
A common jump factor stochastic volatility model (2015)
Laurini, Marcio Poletti ; Mauad, Roberto Baltieri
Source: Finance Research Letters. Unidade: FEARP
Subjects: ANÁLISE ESTOCÁSTICA, CÂMBIO (ECONOMIA), ANÁLISE MULTIVARIADA, MERCADO FINANCEIRO, CRISE FINANCEIRA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e MAUAD, Roberto Baltieri. A common jump factor stochastic volatility model. Finance Research Letters, v. 12, p. 2-10, 2015Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2014.12.009. Acesso em: 19 abr. 2024.
APA
Laurini, M. P., & Mauad, R. B. (2015). A common jump factor stochastic volatility model. Finance Research Letters, 12, 2-10. doi:10.1016/j.frl.2014.12.009
NLM
Laurini MP, Mauad RB. A common jump factor stochastic volatility model [Internet]. Finance Research Letters. 2015 ; 12 2-10.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1016/j.frl.2014.12.009
Vancouver
Laurini MP, Mauad RB. A common jump factor stochastic volatility model [Internet]. Finance Research Letters. 2015 ; 12 2-10.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1016/j.frl.2014.12.009
Artigo de periodico
The stochastic volatility model with random jumps and its application to BRL/USD exchange rate (2014)
Laurini, Marcio Poletti ; Mauad, Roberto Baltieri
Source: Economics Bulletin. Unidade: FEARP
Subjects: ECONOMIA, CRISES, TAXA DE CÂMBIO, PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e MAUAD, Roberto Baltieri. The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. Economics Bulletin, v. 34, n. 2, p. 1002-1011, 2014Tradução . . Disponível em: http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I2-P92.pdf. Acesso em: 19 abr. 2024.
APA
Laurini, M. P., & Mauad, R. B. (2014). The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. Economics Bulletin, 34( 2), 1002-1011. Recuperado de http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I2-P92.pdf
NLM
Laurini MP, Mauad RB. The stochastic volatility model with random jumps and its application to BRL/USD exchange rate [Internet]. Economics Bulletin. 2014 ; 34( 2): 1002-1011.[citado 2024 abr. 19 ] Available from: http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I2-P92.pdf
Vancouver
Laurini MP, Mauad RB. The stochastic volatility model with random jumps and its application to BRL/USD exchange rate [Internet]. Economics Bulletin. 2014 ; 34( 2): 1002-1011.[citado 2024 abr. 19 ] Available from: http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I2-P92.pdf
Artigo de periodico
Dynamic functional data analysis with non-parametric state space models (2014)
Laurini, Marcio Poletti
Source: Journal of Applied Statistics. Unidade: FEARP
Subjects: DINÂMICA DAS ESTRUTURAS, MÉTODOS MCMC, INFERÊNCIA BAYESIANA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti. Dynamic functional data analysis with non-parametric state space models. Journal of Applied Statistics, v. 41, n. 1, p. 142-163, 2014Tradução . . Disponível em: https://doi.org/10.1080/02664763.2013.838663. Acesso em: 19 abr. 2024.
APA
Laurini, M. P. (2014). Dynamic functional data analysis with non-parametric state space models. Journal of Applied Statistics, 41( 1), 142-163. doi:10.1080/02664763.2013.838663
NLM
Laurini MP. Dynamic functional data analysis with non-parametric state space models [Internet]. Journal of Applied Statistics. 2014 ; 41( 1): 142-163.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1080/02664763.2013.838663
Vancouver
Laurini MP. Dynamic functional data analysis with non-parametric state space models [Internet]. Journal of Applied Statistics. 2014 ; 41( 1): 142-163.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1080/02664763.2013.838663
Artigo de periodico
Forecasting the term structure of interest rates using integrated nested laplace approximations (2014)
Laurini, Marcio Poletti ; Hotta, Luiz Koodi
Source: Journal of Forecasting. Unidade: FEARP
Subjects: FUNÇÕES DE LAPLACE, INFERÊNCIA BAYESIANA, TESOURO NACIONAL, TAXA DE JUROS, MERCADO FINANCEIRO, MODELOS MATEMÁTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e HOTTA, Luiz Koodi. Forecasting the term structure of interest rates using integrated nested laplace approximations. Journal of Forecasting, v. 33, p. 214-230, 2014Tradução . . Disponível em: https://doi.org/10.1002/for.2288. Acesso em: 19 abr. 2024.
APA
Laurini, M. P., & Hotta, L. K. (2014). Forecasting the term structure of interest rates using integrated nested laplace approximations. Journal of Forecasting, 33, 214-230. doi:10.1002/for.2288
NLM
Laurini MP, Hotta LK. Forecasting the term structure of interest rates using integrated nested laplace approximations [Internet]. Journal of Forecasting. 2014 ; 33 214-230.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1002/for.2288
Vancouver
Laurini MP, Hotta LK. Forecasting the term structure of interest rates using integrated nested laplace approximations [Internet]. Journal of Forecasting. 2014 ; 33 214-230.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1002/for.2288
Artigo de periodico
Arbitrage in the term structure of interest rates: a Bayesian approach (2014)
Laurini, Marcio Poletti ; Westin Neto, Armênio Dias
Source: International Econometric Review. Unidade: FEARP
Subjects: TAXA DE JUROS, BOLSA DE VALORES, INFERÊNCIA BAYESIANA, EMPRESAS, ARBITRAGEM
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti e WESTIN NETO, Armênio Dias. Arbitrage in the term structure of interest rates: a Bayesian approach. International Econometric Review, v. 6, n. 2, p. 77-99, 2014Tradução . . Disponível em: http://www.era.org.tr/makaleler/10010094.pdf. Acesso em: 19 abr. 2024.
APA
Laurini, M. P., & Westin Neto, A. D. (2014). Arbitrage in the term structure of interest rates: a Bayesian approach. International Econometric Review, 6( 2), 77-99. Recuperado de http://www.era.org.tr/makaleler/10010094.pdf
NLM
Laurini MP, Westin Neto AD. Arbitrage in the term structure of interest rates: a Bayesian approach [Internet]. International Econometric Review. 2014 ; 6( 2): 77-99.[citado 2024 abr. 19 ] Available from: http://www.era.org.tr/makaleler/10010094.pdf
Vancouver
Laurini MP, Westin Neto AD. Arbitrage in the term structure of interest rates: a Bayesian approach [Internet]. International Econometric Review. 2014 ; 6( 2): 77-99.[citado 2024 abr. 19 ] Available from: http://www.era.org.tr/makaleler/10010094.pdf
Artigo de periodico
A hybrid data cloning maximum likelihood estimator for stochastic volatility models (2013)
Laurini, Marcio Poletti
Source: Journal of Time Series Econometrics. Unidade: FEARP
Subjects: MODELOS MATEMÁTICOS, MÉTODOS MCMC
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti. A hybrid data cloning maximum likelihood estimator for stochastic volatility models. Journal of Time Series Econometrics, v. 5, n. 2, p. 193-229, 2013Tradução . . Disponível em: https://doi.org/10.1515/jtse-2012-0025. Acesso em: 19 abr. 2024.
APA
Laurini, M. P. (2013). A hybrid data cloning maximum likelihood estimator for stochastic volatility models. Journal of Time Series Econometrics, 5( 2), 193-229. doi:10.1515/jtse-2012-0025
NLM
Laurini MP. A hybrid data cloning maximum likelihood estimator for stochastic volatility models [Internet]. Journal of Time Series Econometrics. 2013 ; 5( 2): 193-229.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1515/jtse-2012-0025
Vancouver
Laurini MP. A hybrid data cloning maximum likelihood estimator for stochastic volatility models [Internet]. Journal of Time Series Econometrics. 2013 ; 5( 2): 193-229.[citado 2024 abr. 19 ] Available from: https://doi.org/10.1515/jtse-2012-0025
Artigo de periodico
A dynamic econometric model for inflationary inertia in Brazil (2013)
Laurini, Marcio Poletti
Source: Journal of Statistical and Econometric Methods. Unidade: FEARP
Subjects: INFLAÇÃO, INFERÊNCIA NÃO PARAMÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LAURINI, Marcio Poletti. A dynamic econometric model for inflationary inertia in Brazil. Journal of Statistical and Econometric Methods, v. 2, n. 2, p. 51-83, 2013Tradução . . Disponível em: http://www.scienpress.com/Upload/JSEM/Vol%202_2_6.pdf. Acesso em: 19 abr. 2024.
APA
Laurini, M. P. (2013). A dynamic econometric model for inflationary inertia in Brazil. Journal of Statistical and Econometric Methods, 2( 2), 51-83. Recuperado de http://www.scienpress.com/Upload/JSEM/Vol%202_2_6.pdf
NLM
Laurini MP. A dynamic econometric model for inflationary inertia in Brazil [Internet]. Journal of Statistical and Econometric Methods. 2013 ; 2( 2): 51-83.[citado 2024 abr. 19 ] Available from: http://www.scienpress.com/Upload/JSEM/Vol%202_2_6.pdf
Vancouver
Laurini MP. A dynamic econometric model for inflationary inertia in Brazil [Internet]. Journal of Statistical and Econometric Methods. 2013 ; 2( 2): 51-83.[citado 2024 abr. 19 ] Available from: http://www.scienpress.com/Upload/JSEM/Vol%202_2_6.pdf

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