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Nonparametric density forecast based on time‐ and state‐domain
Nicolau, João - In: Journal of forecasting 30 (2011) 8, pp. 706-721
Persistent link: https://www.econbiz.de/10009802949
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NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
Nicolau, João; Aït-Sahalia, Y.; Arnold, L.; Bandi, F.; … - In: Econometric theory 23 (2007) 5, pp. 880-898
Persistent link: https://www.econbiz.de/10007762702
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Comment on: “Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns” by Gloria González-Rivera and Javier Arroyo
Nicolau, João - In: International journal of forecasting 28 (2012) 1, pp. 34-36
Persistent link: https://www.econbiz.de/10009818669
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Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model
Nicolau, João - In: Economics letters 110 (2011) 3, pp. 182-186
Persistent link: https://www.econbiz.de/10008843250
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Processes with volatility-induced stationarity: an application for interest rates
Nicolau, João - In: Statistica Neerlandica : journal of the Netherlands … 59 (2005) 4, pp. 376-396
Persistent link: https://www.econbiz.de/10007779156
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From traditional operational research to multiple criteria decision analysis : basic ideas on an evolving field
Ferreira, Fernando A. F.; Santos, Sérgio P.; … - In: Problems and perspectives in management : PPM 9 (2011) 3, pp. 114-121
Persistent link: https://www.econbiz.de/10009892617
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The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance*
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-469
Persistent link: https://www.econbiz.de/10009165184
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The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests*
Rodrigues, Paulo M. M.; Robert Taylor, A. M. - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 736-760
Persistent link: https://www.econbiz.de/10010018629
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ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
Osborn, Denise; Rodrigues, Paulo - In: Econometric reviews 21 (2002) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10006893912