João Carlos Henriques da Costa Nicolau


AuthID: R-000-6VZ

Confirmed Publications: 33



1
TITLE: First passage times in portfolio optimization: A novel nonparametric approach
AUTHORS: Zsurkis, Gabriel; Nicolau, Joao ; Rodrigues, Paulo M. M. ;
PUBLISHED: 2024, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 312, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
2
TITLE: Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates
AUTHORS: Bruno Damásio; João Nicolau ;
PUBLISHED: 2024, SOURCE: Chaos, Solitons and Fractals, VOLUME: 180
INDEXED IN: Scopus CrossRef
IN MY: ORCID | CIÊNCIAVITAE
3
TITLE: Tail index estimation in the presence of covariates: Stock returns' tail risk dynamics
AUTHORS: Nicolau, Joao ; Rodrigues, Paulo M. M. ; Stoykov, Marian Z.;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 235, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 3
IN MY: ORCID | CIÊNCIAVITAE
4
TITLE: Measuring wage inequality under right censoring
AUTHORS: Nicolau, Joao ; Raposo, Pedro; Rodrigues, Paulo M. M. ;
PUBLISHED: 2022, SOURCE: ECONOMIC INQUIRY, VOLUME: 61, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID | CIÊNCIAVITAE
5
TITLE: A Re-Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach
AUTHORS: Zsurkis, G; Nicolau, J ; Rodrigues, PMM ;
PUBLISHED: 2021, SOURCE: OXFORD BULLETIN OF ECONOMICS AND STATISTICS, VOLUME: 83, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
6
TITLE: The expected time to cross a threshold and its determinants: a simple and flexible framework
AUTHORS: Zsurkis, G; Nicolau, J ; Rodrigues, PMM ;
PUBLISHED: 2021, SOURCE: JOURNAL OF ECONOMIC DYNAMICS & CONTROL, VOLUME: 122
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
7
TITLE: Inflation in theG7and the expected time to reach the reference rate: A nonparametric approach
AUTHORS: Cabral, ID; Nicolau, J ;
PUBLISHED: 2020, SOURCE: INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, VOLUME: 27, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
8
TITLE: The Profitability in the FTSE 100 Index: A New Markov Chain Approach
AUTHORS: Riedlinger, FI; Nicolau, J ;
PUBLISHED: 2020, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS, VOLUME: 27, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 3
IN MY: ORCID | CIÊNCIAVITAE
9
TITLE: A New Regression-Based Tail Index Estimator
AUTHORS: Nicolau, J ; Rodrigues, PMM ;
PUBLISHED: 2019, SOURCE: REVIEW OF ECONOMICS AND STATISTICS, VOLUME: 101, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID | CIÊNCIAVITAE
10
TITLE: Tracking the relationship between euro area equities and sovereign bonds
AUTHORS: Da Cunha Cabral, I; Ribeiro, PP; Nicolau, J ;
PUBLISHED: 2019, SOURCE: International Journal of Monetary Economics and Finance, VOLUME: 12, ISSUE: 6
INDEXED IN: Scopus CrossRef
IN MY: ORCID | CIÊNCIAVITAE
Page 1 of 4. Total results: 33.

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