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Publications by Márcio Poletti Laurini

Swaps De Variância Na BM&F - Apreçamento E Viabilidade De Hedge

Brazilian Review of Finance

English

Arbitrage in the Term Structure of Interest Rates: A Bayesian Approach

International Econometric Review

English

Long Memory in the R$ / US$ Exchange Rate: A Robust Analysis

Brazilian Review of Econometrics

English