Márcio Poletti Laurini

Available identifiers

Publication	Date of Publication	Type
A spatio-temporal approach to estimate patterns of climate change	2024-10-28	Paper
Data cloning: maximum likelihood estimation of DSGE models	2021-05-11	Paper
Indirect inference in fractional short-term interest rate diffusions	2021-02-15	Paper
Dynamic functional data analysis with non-parametric state space models	2020-10-28	Paper
Volatility and return jumps in Bitcoin	2018-11-22	Paper
Forecasting the term structure of interest rates using integrated nested Laplace approximations	2018-10-12	Paper
GMC/GEL estimation of stochastic volatility models	2018-03-13	Paper
A hybrid data cloning maximum likelihood estimator for stochastic volatility models	2018-02-07	Paper
A noisy principal component analysis for forward rate curves	2016-10-06	Paper
Generalized moment estimation of stochastic differential equations	2016-09-29	Paper
Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines	2013-11-15	Paper
Constrained smoothing \(B\)-splines for the term structure of interest rates	2012-02-10	Paper
Conditional stochastic kernel estimation by nonparametric methods	2009-12-21	Paper

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