Photo of Pedro José dos Santos Palhinhas Mota

Pedro José dos Santos Palhinhas Mota

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

  • 15 Citations
  • 3 h-Index
20092019

Research output per year

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Research Output at NOVA

  • 15 Citations
  • 3 h-Index
  • 9 Article
  • 2 Chapter
  • 2 Conference contribution
2019

New improvements in old approximations to the Normal CDF

Mota, P., 2019, In : International Journal of Applied Mathematics. 32, 1, p. 83-89 7 p.

Research output: Contribution to journalArticle

What happens when the stock markets are closed?

Mulenga, A., Faias, M., Mota, P. & Pina, J. P., Oct 2019, In : ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS. 12, 2, p. 405-415

Research output: Contribution to journalArticle

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

2016

Asymmetry of ARCH effects and natural resources disease or virtue: Mozambique experience

Faias, M., Mota, P., Mulenga, A. & Pina, J. P., 8 Jun 2016, International Conference of Numerical Analysis and Applied Mathematics 2015, ICNAAM 2015. Simos, T. & Tsitouras, C. (eds.). American Institute of Physics Inc., 190004. (AIP Conference Proceedings; vol. 1738).

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

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)

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
Open Access
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)
2013

On a continuous-time stock price model with two mean reverting regimes

Mota, P. P., 1 Jan 2013, Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies. Lita da Silva, J., Caeiro, F., Natário, I. & Braumann, C. (eds.). Berlin, Heidelberg: Springer International Publishing Switzerland, p. 297-305 9 p. (Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies).

Research output: Chapter in Book/Report/Conference proceedingChapter

2012

Normality assumption for the log-return of the stock prices

Mota, P. J. D. S. P., 1 Jan 2012, In : Discussiones Mathematicae Probability and Statistics. 32, 1-2, p. 47-58

Research output: Contribution to journalArticle

2009

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