Márcio Laurini at IDEAS
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Information
about: Márcio Laurini
Personal Details | Affiliation | Works
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Personal Details
First Name: Márcio
Middle Name:
Last Name: Laurini
Suffix:
RePEc Short-ID: pla86
Email: Homepage:
http://www.ibmecsp.edu.br
Postal Address: Rua Pedro Alvares Cabral 1110 Araraquara-SP cep 14801-390 Brazil
Phone: 51-16-222-4006Affiliation (in no particular order)
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Working papers
Richard John Brostowicz Junior & Laurini, Márcio P., 2009.
"Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge ,"
Ibmec Working Papers
wpe_179, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio Poletti, 2009.
"Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados ,"
Ibmec Working Papers
wpe_190, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Lima, Ronaldo G. D. & Laurini, Márcio P. & Minardi, Andrea Maria A. F., 2009.
"Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro ,"
Ibmec Working Papers
wpe_181, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2009.
"Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados ,"
Ibmec Working Papers
wpe_159, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!] Other versions:
Laurini, Márcio P. & Hotta, Luiz K., 2009.
"Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado ,"
Ibmec Working Papers
wpe_171, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Coelho, Gustavo T. & Minardi, Andrea Maria A. F. & Laurini, Márcio P., 2009.
"Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros ,"
Ibmec Working Papers
wpe_178, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P. & Furlani, Luiz G. C. & Portugual, Marcelo S., 2008.
"Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data ,"
Ibmec Working Papers
wpe_101, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Assis, Rodrigo M. de & Laurini, Márcio P., 2008.
"Funções de Cópula na Precificação de Opções ,"
Ibmec Working Papers
wpe_148, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P. & Hotta, Luiz K., 2008.
"Inferência indireta em modelos fracionários de taxas de juros de curto prazo ,"
Ibmec Working Papers
wpe_119, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P. & Hotta, Luiz K., 2008.
"Bayesian extensions to diebold-li term structure model ,"
Ibmec Working Papers
wpe_120, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Furlani, Luiz G. C. & Portugal, Marcelo S. & Laurini, Márcio P., 2008.
"Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence ,"
Ibmec Working Papers
wpe_122, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P. & Hotta, Luiz K., 2007.
"Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li ,"
Ibmec Working Papers
wpe_86, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P. & Valls Pereira, Pedro L., 2007.
"Conditional Stochastic Kernel Estimation by Nonparametric Methods ,"
Ibmec Working Papers
wpe_88, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P. & Moura, Marcelo, 2007.
"Constrained Smoothing Splines for the Term Structure of Interest Rates ,"
Ibmec Working Papers
wpe_98, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P. & Furlani, Luiz Gustavo C. & Portugal, Marcelo S., 2007.
"Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência ,"
Ibmec Working Papers
wpe_89, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P., 2007.
"Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines ,"
Ibmec Working Papers
wpe_87, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, Márcio P., 2007.
"A note on the use of quantile regression in beta convergence analysis ,"
Ibmec Working Papers
wpe_93, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!] Published as:
Laurini, M. & Andrade, E & Pedro L. Valls Pereira, 2004.
"Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) ,"
Ibmec Working Papers
wpe_41, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Márcio Laurini & Eduardo Andrade, 2004.
"Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis ,"
Econometric Society 2004 Latin American Meetings
51, Econometric Society.
[Downloadable!] Published as:
Laurini, Márcio & Andrade, Eduardo & Pedro L. Valls Pereira, 2003.
"Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica ,"
Ibmec Working Papers
wpe_39, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Laurini, M. P. & Portugal, M. S., 2003.
"Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate ,"
Finance Lab Working Papers
flwp_51, Finance Lab, Ibmec São Paulo.
[Downloadable!]
Andrade, Eduardo. & Laurini, Márcio & Pedro L. Valls Pereira & Madalozzo, Regina., 2003.
"Convergence Clubs Among Brazilian Municipalities ,"
Ibmec Working Papers
wpe_34, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!] Published as:
Andrade, Eduardo & Laurini, Marcio & Madalozzo, Regina & Valls Pereira, Pedro L., 2004.
"Convergence clubs among Brazilian municipalities ,"
Economics Letters ,
Elsevier, vol. 83(2), pages 179-184, May.
[Downloadable!] (restricted)
Laurini, M. P. & Portugal, M. S., 2003.
"Long Memory int the R$/US$ Exchange Rate: A Robust Analysis ,"
Finance Lab Working Papers
flwp_50, Finance Lab, Ibmec São Paulo.
[Downloadable!]
Andrade, Eduardo & Laurini, Márcio & Madalozzo, Regina & Pedro L. Valls Pereira, 2002.
"Testing Convergence Across Municipalities in Brazil Using Quantile Regression ,"
Ibmec Working Papers
wpe_25, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Articles
Laurini, Márcio Poletti & Furlani, Luiz Gustavo Cassilatti & Portugal, Marcelo Savino, 2008.
"Empirical market microstructure: An analysis of the BRL/US$ exchange rate market ,"
Emerging Markets Review ,
Elsevier, vol. 9(4), pages 247-265, December.
[Downloadable!] (restricted)
Marcio Laurini, 2007.
"A note on the use of quantile regression in beta convergence analysis ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(52), pages 1-8.
[Downloadable!] Other versions:
Márcio Laurini & Eduardo Andrade & Pedro L. Valls Pereira, 2005.
"Income convergence clubs for Brazilian Municipalities: a non-parametric analysis ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(18), pages 2099-2118, October.
[Downloadable!] (restricted) Other versions:
Andrade, Eduardo & Laurini, Marcio & Madalozzo, Regina & Valls Pereira, Pedro L., 2004.
"Convergence clubs among Brazilian municipalities ,"
Economics Letters ,
Elsevier, vol. 83(2), pages 179-184, May.
[Downloadable!] (restricted) Other versions:
NEP Fields 23 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-ECM : Econometrics (1) 2007-05-26
NEP-ETS : Econometric Time Series (2) 2003-03-03 2003-03-03
NEP-FIN : Finance (2) 2003-03-03 2003-03-03
NEP-FMK : Financial Markets (2) 2008-05-17 2008-05-17
NEP-GEO : Economic Geography (2) 2003-02-18 2004-08-16
NEP-IFN : International Finance (4) 2003-03-03 2003-03-03 2008-05-17 2008-08-06
NEP-MAC : Macroeconomics (1) 2008-08-06
NEP-MON : Monetary Economics (2) 2008-05-17 2008-08-06
NEP-MST : Market Microstructure (1) 2008-05-17
NEP-URE : Urban & Real Estate Economics (2) 2003-02-18 2004-02-01
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This page was last updated on 2009-11-7.
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