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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

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Conference contribution
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

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)
2015

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)
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