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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. 182-185
Persistent link: https://www.econbiz.de/10009241553
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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
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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
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Structural changes in the duration of bull markets and business cycle dynamics
Cruz, João; Nicolau, João; Rodrigues, Paulo M. M. - In: Asia Pacific financial markets 28 (2021) 3, pp. 333-352
Persistent link: https://www.econbiz.de/10012599789