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Márcio Laurini
Márcio Laurini
FEA-RP USP
Verified email at fearp.usp.br
Title
Cited by
Cited by
Year
Volatility and return jumps in bitcoin
P Chaim, MP Laurini
Economics Letters 173, 158-163, 2018
2002018
Is Bitcoin a bubble?
P Chaim, MP Laurini
Physica A: Statistical Mechanics and its Applications 517, 222-232, 2019
1572019
Income convergence clubs for Brazilian municipalities: a non-parametric analysis
M Laurini, E Andrade, PL Valls Pereira
Applied Economics 37 (18), 2099-2118, 2005
104*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
852019
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
242017
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
222008
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
192015
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
A spatio‐temporal approach to estimate patterns of climate change
MP Laurini
Environmetrics 30 (1), e2542, 2019
182019
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
Forecasting the term structure of interest rates using integrated nested Laplace approximations
MÁP Laurini, LK Hotta
Journal of Forecasting 33 (3), 214-230, 2014
172014
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