João Carlos Henriques da Costa Nicolau


AuthID: R-000-6VZ

Confirmed Publications: 12



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TITLE: Nonparametric density forecast based on time- and state-domain  Full Text
AUTHORS: Joao Nicolau ;
PUBLISHED: 2011, SOURCE: JOURNAL OF FORECASTING, VOLUME: 30, ISSUE: 8
INDEXED IN: Scopus WOS CrossRef
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3
TITLE: Purchasing Power Parity Analyzed from a Continuous-Time Model
AUTHORS: Joao Nicolau ;
PUBLISHED: 2011, SOURCE: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, VOLUME: 15, ISSUE: 3
INDEXED IN: Scopus WOS
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4
TITLE: Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model  Full Text
AUTHORS: Nicolau, J ;
PUBLISHED: 2011, SOURCE: ECONOMICS LETTERS, VOLUME: 110, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
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5
TITLE: Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions  Full Text
AUTHORS: Joao Nicolau ;
PUBLISHED: 2010, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 39, ISSUE: 7
INDEXED IN: Scopus WOS CrossRef
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6
TITLE: Modeling financial time series through second-order stochastic differential equations  Full Text
AUTHORS: Joao Nicolau ;
PUBLISHED: 2008, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 78, ISSUE: 16
INDEXED IN: Scopus WOS CrossRef
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7
TITLE: A discrete and a continuous-time model based on a technical trading rule
AUTHORS: Joao Nicolau ;
PUBLISHED: 2007, SOURCE: JOURNAL OF FINANCIAL ECONOMETRICS, VOLUME: 5, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
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8
TITLE: Nonparametric estimation of second-order stochastic differential equations
AUTHORS: Joao Nicolau ;
PUBLISHED: 2007, SOURCE: ECONOMETRIC THEORY, VOLUME: 23, ISSUE: 5
INDEXED IN: Scopus WOS CrossRef
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9
TITLE: Method for simulating non-linear stochastic differential equations in R-1  Full Text
AUTHORS: Nicolau, J ;
PUBLISHED: 2005, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 75, ISSUE: 8
INDEXED IN: Scopus WOS CrossRef
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10
TITLE: Processes with volatility-induced stationarity: an application for interest rates  Full Text
AUTHORS: Nicolau, J ;
PUBLISHED: 2005, SOURCE: STATISTICA NEERLANDICA, VOLUME: 59, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef
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Page 1 of 2. Total results: 12.

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