| Volatility risk premia and future commodity returns JRH Ornelas, RB Mauad Journal of International Money and Finance 96, 341-360, 2019 | 17 | 2019 |
| A common jump factor stochastic volatility model MP Laurini, RB Mauad Finance Research Letters 12, 2-10, 2015 | 13 | 2015 |
| Implied volatility term structure and exchange rate predictability JRH Ornelas, RB Mauad International Journal of Forecasting 35 (4), 1800-1813, 2019 | 11 | 2019 |
| Estudos sobre a Taxa de Câmbio no Brasil R TONETO JUNIOR, L NAKABASHI, M LAURINI, S KANNEBLEY, ... Relatório Final apresentado ao DEPECON-FIESP. Ribeirão Preto, 2013 | 9 | 2013 |
| The impact of co-jumps in the oil sector MP Laurini, RB Mauad, FAL Aiube Research in International Business and Finance 52, 101197, 2020 | 8 | 2020 |
| Multivariate stochastic volatility-double jump model: an application for oil assets MP Laurini, R Mauad, FAL Aiube Banco Central do Brasil, Working Papers 415, 2016 | 6 | 2016 |
| Volatility risk premia and future commodities returns JRH Ornelas, R Mauad BIS Working Paper, 2017 | 2 | 2017 |
| The stochastic volatility model with random jumps and its application to BRL/USD exchange rate MP Laurini, RB Mauad Economics Bulletin 34 (2), 1002-1011, 2014 | 2 | 2014 |
| Non-Parametric Pricing of Interest Rates Options MP Laurini, RB Mauad Brazilian Review of Econometrics 32 (2), 201-240, 2012 | | 2012 |
