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 Silveira, Rodrigo Lanna Franco da et al. Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model. Rev. Adm. (São Paulo), Dec 2017, vol.52, no.4, p.403-418. ISSN 0080-2107


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 Maciel, Leandro dos Santos, Ballini, Rosangela and Silveira, Rodrigo Lanna Franco da Apreçamento de opções sobre taxa de câmbio R$/US$ negociadas no Brasil: uma comparação entre os modelos Black e redes neurais artificiais. Rev. Adm. (São Paulo), Mar 2012, vol.47, no.1, p.96-111. ISSN 0080-2107


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 Maciel, Leandro dos Santos and Ballini, Rosangela Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence. Rev. contab. finanç., Dec 2017, vol.28, no.75, p.361-376. ISSN 1519-7077


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