Details about Roberto Baltieri Mauad
Access statistics for papers by Roberto Baltieri Mauad.
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- Volatility Risk Premia and Future Commodity Returns
Working Papers Series, Central Bank of Brazil, Research Department View citations (3)
- Volatility risk premia and future commodities returns
BIS Working Papers, Bank for International Settlements View citations (3)
- Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets
Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
- A common jump factor stochastic volatility model
Finance Research Letters, 2015, 12, (C), 2-10 View citations (4)
- The stochastic volatility model with random jumps and its application to BRL/USD exchange rate
Economics Bulletin, 2014, 34, (2), 1002-1011
- Non-Parametric Pricing of Interest Rates Options
Brazilian Review of Econometrics, 2012, 32, (2)