E-LIB Suche - Ergebnisse für: Nicolau, João

1

First passage times in portfolio optimization: A novel nonp..:

Zsurkis, Gabriel ; Nicolau, João ; Rodrigues, Paulo M.M.
European Journal of Operational Research. 312 (2024) 3 - p. 1074-1085 , 2024

Link: https://doi.org/10.1016/..

2

Time inhomogeneous multivariate Markov chains: Detecting an..:

Damásio, Bruno ; Nicolau, João
Chaos, Solitons & Fractals. 180 (2024) - p. 114478 , 2024

Link: https://doi.org/10.1016/..

3

Tail index estimation in the presence of covariates: Stock ..:

Nicolau, João ; Rodrigues, Paulo M.M. ; Stoykov, Marian Z.
Journal of Econometrics. 235 (2023) 2 - p. 2266-2284 , 2023

Link: https://doi.org/10.1016/..

4

Measuring wage inequality under right censoring:

Nicolau, João ; Raposo, Pedro ; Rodrigues, Paulo M. M.
Economic Inquiry. 61 (2022) 2 - p. 377-401 , 2022

Link: https://doi.org/10.1111/..

5

Structural Changes in the Duration of Bull Markets and Busi..:

Cruz, João ; Nicolau, João ; Rodrigues, Paulo M. M.
Asia-Pacific Financial Markets. , 2021

Link: https://doi.org/10.1007/..

6

The expected time to cross a threshold and its determinants..:

Zsurkis, Gabriel ; Nicolau, João ; Rodrigues, Paulo M. M
Journal of Economic Dynamics and Control. 122 (2021) - p. 104047 , 2021

Link: https://doi.org/10.1016/..

7

A Re‐Examination of Inflation Persistence Dynamics in OECD ..:

Zsurkis, Gabriel ; Nicolau, JoÃo ; Rodrigues, Paulo M. M.
Oxford Bulletin of Economics and Statistics. 83 (2021) 4 - p. 935-959 , 2021

Link: https://doi.org/10.1111/..

8

Changes in inflation compensation and oil prices: short-ter..:

Cabral, Inês da Cunha ; Ribeiro, Pedro Pires ; Nicolau, João
Empirical Economics. 62 (2021) 2 - p. 581-603 , 2021

Link: https://doi.org/10.1007/..

9

Inflation in the G7 and the expected time to reach the refe..:

da Cunha Cabral, Inês ; Nicolau, João
International Journal of Finance & Economics. 27 (2020) 2 - p. 1608-1620 , 2020

Link: https://doi.org/10.1002/..

10

The Profitability in the FTSE 100 Index: A New Markov Chain..:

Riedlinger, Flavio Ivo ; Nicolau, João
Asia-Pacific Financial Markets. 27 (2019) 1 - p. 61-81 , 2019

Link: https://doi.org/10.1007/..

11

The changing economic regimes and expected time to recover ..:

Damásio, Bruno ; Louçã, Francisco ; Nicolau, João
Physica A: Statistical Mechanics and its Applications. 507 (2018) - p. 524-533 , 2018

Link: https://doi.org/10.1016/..

12

Assessing Nonlinear Dynamics of Central Bank Reaction Funct..:

Nhapulo, Gerson ; Nicolau, João
South African Journal of Economics. 85 (2017) 1 - p. 28-51 , 2017

Link: https://doi.org/10.1111/..

13

A simple nonparametric method to estimate the expected time..:

Nicolau, João
Statistics & Probability Letters. 123 (2017) - p. 146-152 , 2017

Link: https://doi.org/10.1016/..

14

Structural change test in duration of bull and bear markets:

Nicolau, João
Economics Letters. 146 (2016) - p. 64-67 , 2016

Link: https://doi.org/10.1016/..

15

Combining a regression model with a multivariate Markov cha..:

Damásio, Bruno ; Nicolau, João
Statistics & Probability Letters. 90 (2014) - p. 108-113 , 2014

Link: https://doi.org/10.1016/..