Indirect Inference in fractional short-term interest rate diffusions. - Márcio Poletti Laurini; Luiz Koodi Hotta (Math. Comput. Simul., 2013)

A noisy principal component analysis for forward rate curves. - Márcio Poletti Laurini; Alberto Ohashi (Eur. J. Oper. Res., 2015)

Generalized moment estimation of stochastic differential equations. - Márcio Poletti Laurini; Luiz Koodi Hotta (Comput. Stat., 2016)

GMC/GEL estimation of stochastic volatility models. - Márcio Poletti Laurini; Luiz Koodi Hotta (Commun. Stat. Simul. Comput., 2017)

A spatial error model with continuous random effects and an application to growth convergence. - Márcio Poletti Laurini (J. Geogr. Syst., 2017)

Multivariate realized volatility: an analysis via shrinkage methods for Brazilian market data. - Leonardo Ieracitano Vieira; Márcio Poletti Laurini (Frontiers Appl. Math. Stat., 2024)