The Corrected VIF (CVIF)
José Dias Curto, José Castro Pinto
Journal Of Applied Statistics, vol. 38, 2011, p. 1499-1507.

The heteroskedasticity-consistent covariance estimator in accounting
José Dias Curto, José Castro Pinto, Ana Isabel Morais, Isabel Maria Lourenço
Review Of Quantitative Finance And Accounting, vol. 37, 2011, p. 419-441.

A New Approach to Bad News Effects Volatility: The Multiple-Sign-Volume Sensitive Regime EGARCH Model (MSV-EGARCH)
José Dias Curto, João Amaral Tomaz, José Castro Pinto
Portuguese Economic Journal, vol. 8, 2009, p. 23-36.

Modeling Stock Markets´ Volatility Using GARCH Models with Normal, Student´s t and Stable Paretian Distributions
José Dias Curto, José Castro Pinto, Gonçalo Nuno Tavares
Statistical Papers, vol. 50, 2009, p. 311-321.

The Coefficient of Variation Asymptotic Distribution in the Case of Non-iid Random Variables
José Dias Curto, José Castro Pinto
Journal Of Applied Statistics, vol. 36, 2009, p. 21-32.

World Equity Markets: A New Approach for Segmentation
José Dias Curto, José Castro Pinto, João Eduardo Fernandes
Finance A Uver, vol. 56, 2006, p. 344-360.