Model Selection for Stock Prices Data
Pedro Palhinhas Mota,
Manuel L. Esquível
Journal Of Applied Statistics,
vol. 43, 2016, p. 2977-2987.
On a Continuous Time Stock Price Model with Regime Switching, Delay, and Threshold
Pedro Palhinhas Mota,
Manuel L. Esquível
Quantitative Finance,
vol. 14, 2014, p. 1479-1488.