Autor

Nome:
José Castro Pinto
Habilitações:
Doutoramento: ISCTE, Management, 2002
Mestrado: ISCTE, Management, 1992
Licenciatura: ISCTE, Management, 1983
e-mail:
castro.pinto@iscte.pt
Centro FCT:
Unidade de Investigação em Desenvolvimento Empresarial - UNIDE (2015)
Instituição REBIDES:
ISCTE - Instituto Universitário de Lisboa (2015)
Artigos 6:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

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.

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