Author

Name:
Pedro Palhinhas Mota
e-mail:
pjpm@fct.unl.pt
REBIDES institution:
Universidade Nova de Lisboa - Faculdade de Ciências e Tecnologia (2015)
Articles 2:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Model Selection for Stock Prices Data 9.78
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 11.16
Pedro Palhinhas Mota, Manuel L. Esquível
Quantitative Finance, vol. 14, 2014, p. 1479-1488.

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