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Information about:
Márcio Laurini

Personal Details | Affiliation | Works
This is information that was supplied by Márcio Laurini in registering through RePEc. If you are Márcio Laurini , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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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: 51-16-222-4006

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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!]

  3. 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!]

  4. 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:

  5. 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!]

  6. 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!]

  7. 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!]

  8. 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!]

  9. 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!]

  10. 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!]

  11. 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!]

  12. 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!]

  13. 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!]

  14. 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!]

  15. 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!]

  16. 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!]

  17. 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:

  18. 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!]

  19. 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:

  20. 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!]

  21. 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!]

  22. 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:

  23. 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!]

  24. 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

  1. 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)

  2. 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:

  3. 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:

  4. 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):
  1. NEP-ECM: Econometrics (1) 2007-05-26
  2. NEP-ETS: Econometric Time Series (2) 2003-03-03 2003-03-03
  3. NEP-FIN: Finance (2) 2003-03-03 2003-03-03
  4. NEP-FMK: Financial Markets (2) 2008-05-17 2008-05-17
  5. NEP-GEO: Economic Geography (2) 2003-02-18 2004-08-16
  6. NEP-IFN: International Finance (4) 2003-03-03 2003-03-03 2008-05-17 2008-08-06
  7. NEP-MAC: Macroeconomics (1) 2008-08-06
  8. NEP-MON: Monetary Economics (2) 2008-05-17 2008-08-06
  9. NEP-MST: Market Microstructure (1) 2008-05-17
  10. 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.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.