Photo of Pedro José dos Santos Palhinhas Mota

Pedro José dos Santos Palhinhas Mota

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

  • 23 Citations
  • 3 h-Index
20092019

Research output per year

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Research Output at NOVA

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

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
4 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

1 Citation (Scopus)
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
11 Citations (Scopus)
Open Access
6 Citations (Scopus)
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