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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Mauad, Roberto"
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Mauad, Roberto Baltieri
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Laurini, Márcio Poletti
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Ornelas, José Renato Haas
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Aiube, Fernando Antônio Lucena
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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ECONIS (ZBW)
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1
The impact of co-jumps in the oil sector
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012548562
Saved in:
2
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
3
Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
Saved in:
4
Non-parametric pricing of interest rates options
Mauad, Roberto Baltieri
;
Laurini, Márcio Poletti
- In:
Brazilian review of econometrics : BRE ; the review of …
32
(
2012
)
2
,
pp. 201-240
Persistent link: https://www.econbiz.de/10011538557
Saved in:
5
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
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