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Filtros : "PROCESSOS ESTOCÁSTICOS" "FEARP-REC" Limpar

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  • Artigo de periodico

    Generalized moment estimation of stochastic differential equations (2016)

    Laurini, Marcio Poletti ; Hotta, Luiz Koodi

    Source: Computational Statistics. Unidade: FEARP

    Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS, ECONOMIA, FINANÇAS

    Acesso à fonteDOIHow to cite
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    • ABNT

      LAURINI, Marcio Poletti e HOTTA, Luiz Koodi. Generalized moment estimation of stochastic differential equations. Computational Statistics, v. 31, n. 3, p. 1169-1202, 2016Tradução . . Disponível em: https://doi.org/10.1007/s00180-015-0598-2. Acesso em: 09 nov. 2025.

    • APA

      Laurini, M. P., & Hotta, L. K. (2016). Generalized moment estimation of stochastic differential equations. Computational Statistics, 31( 3), 1169-1202. doi:10.1007/s00180-015-0598-2

    • NLM

      Laurini MP, Hotta LK. Generalized moment estimation of stochastic differential equations [Internet]. Computational Statistics. 2016 ; 31( 3): 1169-1202.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s00180-015-0598-2

    • Vancouver

      Laurini MP, Hotta LK. Generalized moment estimation of stochastic differential equations [Internet]. Computational Statistics. 2016 ; 31( 3): 1169-1202.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s00180-015-0598-2

  • 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

    Acesso à fonteHow to cite
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    • 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: 09 nov. 2025.

    • 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 2025 nov. 09 ] 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 2025 nov. 09 ] Available from: http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I2-P92.pdf
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