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Futuros de swap de variância e volatilidade na BM&F - apreçamento e viabilidade de Hedge Richard John Brostowicz Junior
Laurini, Márcio Poletti
-
2009
Persistent link: https://www.econbiz.de/10008798501
Saved in:
2
Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica mínimo contraste generalizados
Laurini, Márcio Poletti
-
2009
Persistent link: https://www.econbiz.de/10008806228
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3
A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
Saved in:
4
A continuous spatio-temporal model for house prices in the USA
Laurini, Márcio Poletti
- In:
The annals of regional science : an international …
58
(
2017
)
1
,
pp. 209-233
Persistent link: https://www.econbiz.de/10011864479
Saved in:
5
Funções de cópula na precificação de opções
Assis, Rodrigo Moreira de
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003764514
Saved in:
6
Empirical market microstructure : an analysis of the BRL/US$ exchange rate market
Laurini, Márcio Poletti
;
Furlani, Luiz Gustavo Cassilatti
- In:
Emerging markets review
9
(
2008
)
4
,
pp. 247-265
Persistent link: https://www.econbiz.de/10003811137
Saved in:
7
Conditional stochastic kernel estimation by nonparametric methods
Laurini, Márcio Poletti
;
Pereira, Pedro L. Valls
- In:
Economics letters
105
(
2009
)
3
,
pp. 234-238
Persistent link: https://www.econbiz.de/10003930958
Saved in:
8
Estimação de equações diferenciais estocásticas usando verossimilhança empírica e mínimo contraste generalizado
Laurini, Márcio Poletti
;
Hotta, Luiz K.
-
2009
Persistent link: https://www.econbiz.de/10008797386
Saved in:
9
Uma investigação sobre os estilos gerenciais e riscos de mercado de fundos multimercados brasileiros
Coelho, Gustavo Teixeira
;
Minardi, Andrea Maria Accioly …
-
2009
Persistent link: https://www.econbiz.de/10008797927
Saved in:
10
Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro
Lima, Ronaldo Gomes Dultra de
;
Laurini, Márcio Poletti
; …
-
2009
Persistent link: https://www.econbiz.de/10008798500
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