The Corrected VIF (CVIF)
9.78
José Dias Curto,
José Castro Pinto
Journal Of Applied Statistics,
vol. 38, 2011, p. 1499-1507.
The heteroskedasticity-consistent covariance estimator in accounting
4.66
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)
1.28
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
2.25
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
9.78
José Dias Curto,
José Castro Pinto
Journal Of Applied Statistics,
vol. 36, 2009, p. 21-32.
World Equity Markets: A New Approach for Segmentation
1.2
José Dias Curto,
José Castro Pinto,
João Eduardo Fernandes
Finance A Uver,
vol. 56, 2006, p. 344-360.