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Manuel Leote Esquível

CMA Research Group - Statistics and Risk Management, Integrated member (PhD)

  • 45 Citations
  • 4 h-Index
20092019

Research output per year

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Research Output at NOVA

2019
2018

Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions

Mota, P. & Esquível, M. L., 23 Aug 2018, Recent Studies on Risk Analysis and Statistical Modeling. Oliveira, T., Kitsos, C., Oliveira, A. & Grilo, L. (eds.). Cham: Springer International Publishing, p. 335-343 (Contributions to Statistics).

Research output: Chapter in Book/Report/Conference proceedingChapter

2017

Calibration and Simulation of a Continuous Time Markov Chain Model for Long Term Care

Esquível, M. L., Oliveira, M. S. P. C. D., Guerreiro, G. R. D. & Nobre, C. I. F., 2017, 2nd International Conference on Computacional Finance (ICCF 2017), Proceedings. Universidade de Lisboa, p. 136-141 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Estimation of Markov transition probabilities via clustering: An application to Long Term Care

Guerreiro, G. R. D., Esquível, M. L., Oliveira, M., Nascimento, S. & Lopes, H., 2017, p. 85-90. 6 p.

Research output: Contribution to conferenceAbstract

Open Markov chain scheme models fed by second order stationary and non-stationary processes

Guerreiro, G. R. D., Esquível, M. L. & Fernandes, J. M., 2017, In : Revstat-Statistical Journal. 15, 2, p. 277-297 21 p.

Research output: Contribution to journalArticle

2016

An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes

Guerreiro, G. R. D., Esquível, M. L. & Fernandes, J. M., 2016, AIP Conference Proceedings. p. 1-4 4 p. 19003

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Model selection for stock prices data

Mota, P. P. & Esquível, M. L., 9 Dec 2016, In : Journal of Applied Statistics. 43, 16, p. 2977-2987 11 p.

Research output: Contribution to journalArticle

Open Access
3 Citations (Scopus)

Nitrogen balancing and xylose addition enhances growth capacity and protein content in Chlorella minutissima cultures

Freitas, B. C. B., Esquível, M. G., Matos, R. G., Arraiano, C. M., Morais, M. G. & Costa, J. A. V., 1 Oct 2016, In : Bioresource Technology. 218, p. 129-133 5 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)

On some statistical models with a random number of observations

Esquível, M. L., Mota, P. P. & Tiago Mexia, J., 1 Oct 2016, In : Journal of Statistical Theory and Practice. 10, 4, p. 805-823 19 p.

Research output: Contribution to journalArticle

2015

Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation

Sousa, J. A. M., Esquível, M. L. & Gaspar, R. M., Nov 2015, In : Communications in Statistics: Simulation and Computation. 44, 10, p. 2608-2621 14 p.

Research output: Contribution to journalArticle

On a spread model for portfolio credit risk modeling

Guerreiro, G. R. D., Esquível, M. L., Fernandes, J. M. & Silva, A. F., 2015, AIP Conference Proceedings. p. 1-4 4 p. 1648

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)
2014

On a continuous time stock price model with regime switching, delay, and threshold

Esquível, M. L. & Mota, P. J. D. S. P., 1 Jan 2014, In : Quantitative Finance. 14, 8, p. 1479-1488

Research output: Contribution to journalArticle

Open Access
8 Citations (Scopus)
Open Access
4 Citations (Scopus)
Open Access
4 Citations (Scopus)

Small Perturbations with Large Effects on Value-at-Risk

Didier, P. L. & Esquível, M. L., 1 Jan 2013, In : Discussiones Mathematicae Probability and Statistics. 33, 1-2, p. 151-169

Research output: Contribution to journalArticle

Open Access
2012
Open Access
6 Citations (Scopus)

Unifying exotic option closed formulas

Esquível, M. L., 1 Jan 2012, In : Review Of Derivatives Research. 15, 2, p. 99-128

Research output: Contribution to journalArticle

Open Access
2009

A General Stochastic Optimization Method for Extremum Estimators

Esquível, M. L., 1 Jan 2009, n/a. Ermakov, SM., Melas, VB. & Pepelyshev, AN. (eds.). VVM com. Ltd, Vol. I. p. 431--435

Research output: Chapter in Book/Report/Conference proceedingConference contribution

On a Price-Liquidity Threshold Regime Swicthing Model (preliminary report)

Esquível, M. L. & Mota, P. J. D. S. P., 1 Jan 2009, n/a. Ermakov, SM., Melas, VB. & Pepelyshev, AN. (eds.). VVM com. Ltd, Vol. I. p. 419--424

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Some Asymptotic Expansions and Distribution Approximations outside a CLT Context

Ramos, L. P. C., Esquível, M. L. & Lita da Silva, J. F., 1 Jan 2009, n/a. Ermakov, SM., Melas, VB. & Pepelyshev, AN. (eds.). VVM com. Ltd, Vol. I. p. 444--448

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Spot/Futures Coupled Model for Commodity Prices

Esquível, M. L., 1 Jan 2009, n/a. Ermakov, SM., Melas, VB. & Pepelyshev, AN. (eds.). VVM com. Ltd, Vol. I. p. 437--441

Research output: Chapter in Book/Report/Conference proceedingConference contribution