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Nonparametric density forecast...
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Structural change test in duration of bull and bear markets
Nicolau, João
- In:
Economics letters
146
(
2016
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011619060
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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8
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
Saved in:
9
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
Saved in:
10
Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model
Nicolau, João
- In:
Economics Letters
110
(
2011
)
3
,
pp. 182-185
From the discrete-time Exponential Smooth Autoregressive model, we obtain a continuous-time version that provides new tools for analyzing the Purchasing Power Parity hypothesis.
Persistent link: https://www.econbiz.de/10008866928
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