Publications

2019

6 Articles in international journals with referee

Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese Stock Market
N. Sobreira and R. Louro
Finance Research Letters, to appear (2019).

Optimal investment decision under switching regimes of subsidy support
C. Oliveira and N. Perkowski
European Journal of Operational Research, (2019).

Option Pricing Under a Jump-Telegraph Diffusion Model with Jumps of Random size
J. Janela, J. M. E. Guerra and G. S. Silva
International Journal of Computer Mathematics, (2019).

Text mining and ruin theory: A case study on risk models with dependence
R. G. Alcoforado and A. D. Egídio dos Reis
REVSTAT Statistical Journal https://www.ine.pt/revstat/forthcoming_papers.html, (2019).

The inversion of the spatial lag operator in binary choice models: Fast computation and a closed formula approximation
L. Silveira Santos and I. Proença
Regional Science and Urban Economics, (2019).

The optimal stopping problem revisited
M. Guerra, C. Nunes and C. Oliveira
Statistical Papers, (2019).


1 Books - author

Modelos de Regressão Multinível: Pesquisa e Avaliação em Educação
M. E. Ferrão
Editora UFMG, (2019).


1 Books - editor

Data-Driven Policy Impact Evaluation: How Access to Microdata is Transforming Policy Design
N. Crato and P. Paruolo
Springer, (2019).


1 Chapters in international books with referee

The Power of Microdata: An Introduction
N. Crato and P. Paruolo
in Data-Driven Policy Impact Evaluation: How Access to Microdata is Transforming Policy Design, Eds. Crato and Paruolo, Springer, 1-14 (2019).


2 Preprints

Sturm-Liouville hypergroups without the compactness axiom
R. Sousa, M. Guerra and S. Yakubovich
preprint (2019).

The hyperbolic maximum principle approach to the construction of generalized convolutions
R. Sousa, M. Guerra and S. Yakubovich
preprint (2019).