João Carlos Henriques da Costa Nicolau
AuthID: R-000-6VZ
1
TITLE: First passage times in portfolio optimization: A novel nonparametric approach Full Text
AUTHORS: Zsurkis, Gabriel; Nicolau, Joao; Rodrigues, Paulo M. M.;
PUBLISHED: 2024, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 312, ISSUE: 3
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
Scopus WOS2
TITLE: Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics Full Text
AUTHORS: Cruz, J; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS
AUTHORS: Cruz, J; Nicolau, J; Rodrigues, PMM;
PUBLISHED: 2021, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS
INDEXED IN: Scopus WOS
Scopus WOS3
TITLE: The Profitability in the FTSE 100 Index: A New Markov Chain Approach Full Text
AUTHORS: Flavio Ivo Riedlinger; Joao Nicolau;
PUBLISHED: 2020, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS, VOLUME: 27, ISSUE: 1
AUTHORS: Flavio Ivo Riedlinger; Joao Nicolau;
PUBLISHED: 2020, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS, VOLUME: 27, ISSUE: 1
INDEXED IN: Scopus WOS
Scopus WOS4
TITLE: The changing economic regimes and expected time to recover of the peripheral countries under the euro: A nonparametric approach Full Text
AUTHORS: Bruno Damasio; Francisco Louca; Joao Nicolau;
PUBLISHED: 2018, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 507
AUTHORS: Bruno Damasio; Francisco Louca; Joao Nicolau;
PUBLISHED: 2018, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 507
INDEXED IN: WOS
WOS5
TITLE: A simple nonparametric method to estimate the expected time to cross a threshold
AUTHORS: Joao Nicolau;
PUBLISHED: 2017, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 123
AUTHORS: Joao Nicolau;
PUBLISHED: 2017, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 123
INDEXED IN: WOS
WOS6
TITLE: Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique Full Text
AUTHORS: Gerson Nhapulo; Joao Nicolau;
PUBLISHED: 2017, SOURCE: SOUTH AFRICAN JOURNAL OF ECONOMICS, VOLUME: 85, ISSUE: 1
AUTHORS: Gerson Nhapulo; Joao Nicolau;
PUBLISHED: 2017, SOURCE: SOUTH AFRICAN JOURNAL OF ECONOMICS, VOLUME: 85, ISSUE: 1
INDEXED IN: WOS
WOS7
TITLE: Structural change test in duration of bull and bear markets Full Text
AUTHORS: Joao Nicolau;
PUBLISHED: 2016, SOURCE: ECONOMICS LETTERS, VOLUME: 146
AUTHORS: Joao Nicolau;
PUBLISHED: 2016, SOURCE: ECONOMICS LETTERS, VOLUME: 146
8
TITLE: Estimation and inference in multivariate Markov chains
AUTHORS: Nicolau, J; Riedlinger, FI;
PUBLISHED: 2015, SOURCE: Statistical Papers, VOLUME: 56, ISSUE: 4
AUTHORS: Nicolau, J; Riedlinger, FI;
PUBLISHED: 2015, SOURCE: Statistical Papers, VOLUME: 56, ISSUE: 4
INDEXED IN: Scopus
Scopus9
TITLE: Combining a regression model with a multivariate Markov chain in a forecasting problem Full Text
AUTHORS: Bruno Damasio; Joao Nicolau;
PUBLISHED: 2014, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 90, ISSUE: 1
AUTHORS: Bruno Damasio; Joao Nicolau;
PUBLISHED: 2014, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 90, ISSUE: 1
INDEXED IN: Scopus WOS
Scopus WOS IN MY: 
ORCID
ORCID10
TITLE: A New Model for Multivariate Markov Chains. Multivariate Markov chains Full Text
AUTHORS: Joao Nicolau;
PUBLISHED: 2014, SOURCE: SCANDINAVIAN JOURNAL OF STATISTICS, VOLUME: 41, ISSUE: 4
AUTHORS: Joao Nicolau;
PUBLISHED: 2014, SOURCE: SCANDINAVIAN JOURNAL OF STATISTICS, VOLUME: 41, ISSUE: 4
