The following pages link to Márcio Poletti Laurini (Q311321):
Displaying 14 items.
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- (Q831397) (redirect page) (← links)
- Data cloning: maximum likelihood estimation of DSGE models (Q831399) (← links)
- Conditional stochastic kernel estimation by nonparametric methods (Q1046283) (← links)
- Volatility and return jumps in Bitcoin (Q1627021) (← links)
- A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations (Q4687502) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- A spatio-temporal approach to estimate patterns of climate change (Q6626033) (← links)
