Marcio Laurini, PhD
São Paulo, BrazilResearch field: Economics - Quantitative Methods
No research interests added yet.
Publications
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Journal Article (13)
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Luiz Gustavo Cassilatti Furlani, Marcelo Savino Portugal, M. P. Laurini (2010) Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence, 284 - 295. In Economic Modelling 27 (1).
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M. P. Laurini, Pedro L. Valls Pereira (2009) Conditional stochastic kernel estimation by nonparametric methods, 234 - 238. In Economics Letters 105 (3).
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Gustavo T. Coelho, Andrea Maria A. F. Minardi, M. P. Laurini (2009) Uma investigacao sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros.Download PDF (387.06 KB)
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M. P. Laurini, Luiz Gustavo Cassilatti Furlani, Marcelo Savino Portugal (2008) Empirical market microstructure: An analysis of the BRL/US$ exchange rate market, 247 - 265. In Emerging Markets Review 9 (4).
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Rodrigo M. de Assis, M. P. Laurini (2008) Funcoes de Copula na Precificacao de Opcoes.
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Marcio Laurini (2007) A note on the use of quantile regression in beta convergence analysis, 1 - 8. In Economics Bulletin 3 (52).Download PDF (141.48 KB)
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M. P. Laurini, Eduardo Andrade, Pedro L. Valls Pereira (2005) Income convergence clubs for Brazilian Municipalities: a non-parametric analysis, 2099 - 2118. In Applied Economics 37 (18).
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Eduardo Andrade, Marcio Laurini, Regina Madalozzo et al. (2004) Convergence clubs among Brazilian municipalities, 179 - 184. In Economics Letters 83 (2).
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Márcio Laurini, Eduardo Andrade (2004) Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis.
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M. Laurini, E Andrade, Pedro L. Valls Pereira (2004) Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003).
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Working Paper (17)
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M. P. Laurini, Luiz K. Hotta (2009) Estimacao de Equacoes Diferenciais Estocasticas Usando Verossimilhança Empirica e Minimo Contraste Generalizado.Download PDF (584.64 KB)
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M. P. Laurini, L. K. Hotta (2009) Estimacao de modelos de volatilidade estocastica usando metodos de verossimilhanca empirica/minimo constraste generalizados.Download PDF (571.32 KB)
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Richard John Brostowicz Junior, M. P. Laurini (2009) Futuros de Swap de Variancia e Volatilidade Na BM&F - Aprecamento e Viabilidade de Hedge.Download PDF (1.59 MB)
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M. P. Laurini, Luiz Koodi Hotta (2009) Modelos de Fatores Latentes Generalizados para Curvas de Juros em Mulltiplos Mercados.
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Ronaldo G. D. Lima, M. P. Laurini, Andrea Maria A. F. Minardi (2009) Teste de estabilidades dos coeficientes betas do mercado acionario brasileiro.Download PDF (467.62 KB)
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M. P. Laurini, Luiz K. Hotta (2008) Bayesian extensions to diebold-li term structure model.
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M. P. Laurini, Luiz G. C. Furlani, Marcelo S. Portugual (2008) Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data.Download PDF (1.29 MB)
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Luiz G. C. Furlani, Marcelo S. Portugal, M. P. Laurini (2008) Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence.Download PDF (808.38 KB)
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M. P. Laurini, Luiz K. Hotta (2008) Inferencia indireta em modelos fracionarios de taxas de juros de curto prazo.Download PDF (1.06 MB)
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M. P. Laurini (2007) A note on the use of quantile regression in beta convergence analysis.Download PDF (727.6 KB)
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