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Manuel Leote Esquível

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

  • 45 Citations
  • 4 h-Index
20092019

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2019
2017

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

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

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)
2013

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