ISEG
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Matemática
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NUNO RICARDO MARTINS SOBREIRA
Research Link
Publications Link
- Sobreira, N., & Louro, R. (2020). Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese Stock Market. Finance Research Letters, 32, 101098.
- Melo, P. C., Sobreira , N. & Goulart, P. (2019). Estimating the long-run metro demand elasticities for Lisbon: A time-varying approach. Transportation Research Part A: Policy and Practice, 126, 360-376.
- Sobreira, N. e Nunes, L. C. (2016), Tests for multiple trend breaks in the presence of stationary or integrated shocks. Oxford Bulletin of Economics and Statistics, vol. 78(3), pp. 394-411.
- Sobreira, N., Nunes, L. C. e Rodrigues, P. M. M. (2014), Characterizing economic growth paths based on new structural change tests. Economic Inquiry, vol. 52(2), pp. 845-861.