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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
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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
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Inflation in the G7 and the expected time to reach the reference rate : a nonparametric approach
Cabral, Inês da Cunha; Nicolau, João - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1608-1620
Persistent link: https://www.econbiz.de/10013184363
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First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467