João Carlos Henriques da Costa Nicolau
AuthID: R-000-6VZ
1
TITLE: First passage times in portfolio optimization: A novel nonparametric approach
AUTHORS: Zsurkis, Gabriel; Nicolau, Joao; Rodrigues, Paulo M. M.;
PUBLISHED: 2024, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 312, ISSUE: 3
AUTHORS: Zsurkis, Gabriel; Nicolau, Joao; Rodrigues, Paulo M. M.;
PUBLISHED: 2024, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 312, ISSUE: 3
2
TITLE: Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates
AUTHORS: Bruno Damásio; João Nicolau;
PUBLISHED: 2024, SOURCE: Chaos, Solitons and Fractals, VOLUME: 180
AUTHORS: Bruno Damásio; João Nicolau;
PUBLISHED: 2024, SOURCE: Chaos, Solitons and Fractals, VOLUME: 180
3
TITLE: Tail index estimation in the presence of covariates: Stock returns' tail risk dynamics
AUTHORS: Nicolau, Joao; Rodrigues, Paulo M. M.; Stoykov, Marian Z.;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 235, ISSUE: 2
AUTHORS: Nicolau, Joao; Rodrigues, Paulo M. M.; Stoykov, Marian Z.;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 235, ISSUE: 2
4
TITLE: Measuring wage inequality under right censoring
AUTHORS: Nicolau, Joao; Raposo, Pedro; Rodrigues, Paulo M. M.;
PUBLISHED: 2022, SOURCE: ECONOMIC INQUIRY, VOLUME: 61, ISSUE: 2
AUTHORS: Nicolau, Joao; Raposo, Pedro; Rodrigues, Paulo M. M.;
PUBLISHED: 2022, SOURCE: ECONOMIC INQUIRY, VOLUME: 61, ISSUE: 2
5
TITLE: The expected time to cross a threshold and its determinants: a simple and flexible framework
AUTHORS: Zsurkis, G; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: JOURNAL OF ECONOMIC DYNAMICS & CONTROL, VOLUME: 122
AUTHORS: Zsurkis, G; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: JOURNAL OF ECONOMIC DYNAMICS & CONTROL, VOLUME: 122
6
TITLE: Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics
AUTHORS: Cruz, J; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS
AUTHORS: Cruz, J; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS
7
TITLE: A Re-Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach
AUTHORS: Zsurkis, G; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: OXFORD BULLETIN OF ECONOMICS AND STATISTICS, VOLUME: 83, ISSUE: 4
AUTHORS: Zsurkis, G; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: OXFORD BULLETIN OF ECONOMICS AND STATISTICS, VOLUME: 83, ISSUE: 4
8
TITLE: The Profitability in the FTSE 100 Index: A New Markov Chain Approach
AUTHORS: Riedlinger, FI; Nicolau, J;
PUBLISHED: 2020, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS, VOLUME: 27, ISSUE: 1
AUTHORS: Riedlinger, FI; Nicolau, J;
PUBLISHED: 2020, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS, VOLUME: 27, ISSUE: 1
9
TITLE: Inflation in theG7and the expected time to reach the reference rate: A nonparametric approach
AUTHORS: Cabral, ID; Nicolau, J;
PUBLISHED: 2020, SOURCE: INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, VOLUME: 27, ISSUE: 2
AUTHORS: Cabral, ID; Nicolau, J;
PUBLISHED: 2020, SOURCE: INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, VOLUME: 27, ISSUE: 2
10
TITLE: A New Regression-Based Tail Index Estimator
AUTHORS: Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2019, SOURCE: REVIEW OF ECONOMICS AND STATISTICS, VOLUME: 101, ISSUE: 4
AUTHORS: Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2019, SOURCE: REVIEW OF ECONOMICS AND STATISTICS, VOLUME: 101, ISSUE: 4
