Econometric modelling of the short-term interest rate : an application to Portugal [Working Papers nº 5-97]
Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the portuguese interest rate [Working Papers nº 4-99]
A new regression-based tail index estimator : an application to exchange rates [Working papers nº 14-15]
Structural changes in the duration of bull markets and business cycle dynamics
A reexamination of inflation persistence dynamics in OECD countries : a new approach
The expected time to cross a threshold and its determinants : a simple and flexible framework
Measuring wage inequality under right censoring