The following pages link to João Nicolau (Q511570):
Displayed 22 items.
- A New Model for Multivariate Markov Chains (Q119115) (← links)
- A simple nonparametric method to estimate the expected time to cross a threshold (Q511571) (← links)
- Purchasing power parity analyzed through a continuous-time version of the ESTAR model (Q531392) (← links)
- Estimation and inference in multivariate Markov chains (Q894870) (← links)
- Modeling financial time series through second-order stochastic differential equations (Q952860) (← links)
- Structural change test in duration of bull and bear markets (Q1668507) (← links)
- The changing economic regimes and expected time to recover of the peripheral countries under the Euro: a nonparametric approach (Q2150968) (← links)
- Structural changes in the duration of bull markets and business cycle dynamics (Q2166083) (← links)
- The profitability in the FTSE 100 index: a new Markov chain approach (Q2180274) (← links)
- The expected time to cross a threshold and its determinants: a simple and flexible framework (Q2246687) (← links)
- Combining a regression model with a multivariate Markov chain in a forecasting problem (Q2453931) (← links)
- NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS (Q2886970) (← links)
- Nonparametric density forecast based on time- and state-domain (Q3166694) (← links)
- Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)
- A new technique for simulating the likelihood of stochastic differential equations (Q4551772) (← links)
- BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION (Q4561980) (← links)
- STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME (Q4807284) (← links)
- Processes with volatility‐induced stationarity: an application for interest rates (Q5438539) (← links)
- Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313) (← links)
- Purchasing Power Parity Analyzed from a Continuous-Time Model (Q5881612) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
- Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)