Márcio Poletti Laurini

According to our database, Márcio Poletti Laurini authored at least 8 papers between 2013 and 2026.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2026

Learning volatility structures in emerging markets: a data-driven network approach using stochastic volatility models.

João Pedro M. Franco, Márcio Poletti Laurini

Int. J. Data Sci. Anal., June, 2026

2025

DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast.

Gilberto Boaretto, Márcio Poletti Laurini

Entropy, 2025

2024

Multivariate realized volatility: an analysis via shrinkage methods for Brazilian market data.

Leonardo Ieracitano Vieira, Márcio Poletti Laurini

Frontiers Appl. Math. Stat., 2024

2017

A spatial error model with continuous random effects and an application to growth convergence.

Márcio Poletti Laurini

J. Geogr. Syst., 2017

GMC/GEL estimation of stochastic volatility models.

Márcio Poletti Laurini, Luiz Koodi Hotta

Commun. Stat. Simul. Comput., 2017

2016

Generalized moment estimation of stochastic differential equations.

Márcio Poletti Laurini, Luiz Koodi Hotta

Comput. Stat., 2016

2015

A noisy principal component analysis for forward rate curves.

Márcio Poletti Laurini, Alberto Ohashi

Eur. J. Oper. Res., 2015

2013

Indirect Inference in fractional short-term interest rate diffusions.

Márcio Poletti Laurini, Luiz Koodi Hotta

Math. Comput. Simul., 2013