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 32, 101098 (2020).
Estimating the long-run metro demand elasticities for Lisbon: A time-varying approach
P. C. Melo, N. Sobreira and P. Goulart
Transportation Research Part A: Policy and Practice 126, 360-376 (2019).
Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks
N. Sobreira and L. C. Nunes
Oxford Bulletin of Economics and Statistics 78, 394-411 (2016).
Characterizing economic growth paths based on new structural change tests
N. Sobreira, L. C. Nunes and P. M. M. Rodrigues
Economic Inquiry 52(2), 845-861 (2014).