Narrow search
Showing 1 - 10 of 21
Cover Image
Nonparametric estimation of second-order stochastic differential equations
Nicolau, João - In: Econometric theory 23 (2007) 5, pp. 880-898
Persistent link: https://www.econbiz.de/10003549659
Cover Image
A discrete and a continuous-time model based on a technical trading rule
Nicolau, João - In: Journal of financial econometrics : official journal of … 5 (2007) 2, pp. 266-284
Persistent link: https://www.econbiz.de/10003518341
Cover Image
Purchasing power parity analyzed through a continuous-time version of the ESTAR model
Nicolau, João - In: Economics letters 110 (2011) 3, pp. 182-185
Persistent link: https://www.econbiz.de/10009241553
Cover Image
Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João - In: International journal of forecasting 28 (2012) 1, pp. 34-35
Persistent link: https://www.econbiz.de/10009580811
Cover Image
Bias reduction in nonparametric diffusion coefficient estimation
Nicolau, João - In: Econometric theory 19 (2003) 5, pp. 754-777
Persistent link: https://www.econbiz.de/10001802808
Cover Image
A new technique for simulating the likelihood of stochastic differential equations
Nicolau, João - In: The econometrics journal 5 (2002) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10001683694
Cover Image
Stationary processes that look like random walks : the bounded random walk process in discrete and continuous time
Nicolau, João - In: Econometric theory 18 (2002) 1, pp. 99-118
Persistent link: https://www.econbiz.de/10001652620
Cover Image
Nonparametric density forecast based on time- and state-domain
Nicolau, João - In: Journal of forecasting 30 (2011) 8, pp. 706-720
Persistent link: https://www.econbiz.de/10009423364
Cover Image
Purchasing power parity analyzed from a continuous-time model
Nicolau, João - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10009521863