João Carlos Henriques da Costa Nicolau
AuthID: R-000-6VZ
11
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
AUTHORS: Da Cunha Cabral, I; Ribeiro, PP; Nicolau, J;
PUBLISHED: 2019, SOURCE: International Journal of Monetary Economics and Finance, VOLUME: 12, ISSUE: 6
12
TITLE: The changing economic regimes and expected time to recover of the peripheral countries under the euro: A nonparametric approach
AUTHORS: Damasio, B; Louca, F; Nicolau, J;
PUBLISHED: 2018, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 507
AUTHORS: Damasio, B; Louca, F; Nicolau, J;
PUBLISHED: 2018, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 507
13
TITLE: A simple nonparametric method to estimate the expected time to cross a threshold
AUTHORS: Nicolau, J;
PUBLISHED: 2017, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 123
AUTHORS: Nicolau, J;
PUBLISHED: 2017, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 123
14
TITLE: Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique
AUTHORS: Nhapulo, G; Nicolau, J;
PUBLISHED: 2017, SOURCE: SOUTH AFRICAN JOURNAL OF ECONOMICS, VOLUME: 85, ISSUE: 1
AUTHORS: Nhapulo, G; Nicolau, J;
PUBLISHED: 2017, SOURCE: SOUTH AFRICAN JOURNAL OF ECONOMICS, VOLUME: 85, ISSUE: 1
15
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
16
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
Scopus17
TITLE: Estimation and inference in multivariate Markov chains Full Text
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 
WOS
Scopus WOS IN MY: 
ORCID
ORCID18
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
ORCID19
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
20
TITLE: Estimation and inference in multivariate Markov chains
AUTHORS: Nicolau, J; Riedlinger, FI;
PUBLISHED: 2014, SOURCE: Statistical Papers
AUTHORS: Nicolau, J; Riedlinger, FI;
PUBLISHED: 2014, SOURCE: Statistical Papers
INDEXED IN: Scopus
Scopus