ReP USP - Resultado da busca

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: 07 nov. 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 nov. 07 ] 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 nov. 07 ] 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: 07 nov. 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 nov. 07 ] 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 nov. 07 ] 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: 07 nov. 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 nov. 07 ] 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 nov. 07 ] 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: 07 nov. 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 nov. 07 ] 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 nov. 07 ] Available from: http://www.era.org.tr/makaleler/10010094.pdf

USP Schools

ReP

Filtros

Subjects

Indexado em