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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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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
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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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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
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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
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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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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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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