# Pedro Mota

## Assistant Professor

Department of Mathematics at Faculdade de Ciências e Tecnologia of Universidade NOVA de Lisboa (email)

Department of Mathematics at Faculdade de Ciências e Tecnologia of Universidade NOVA de Lisboa (email)

Cross-sectional modeling of bank deposits." (Submitted). Abstract

"A double diffusion model." (Submitted). Abstract

"Simple Moving Average vs Buy and Hold Revisited." (Submitted). Abstract

"On a Stochastic Model for a Cooperative Banking Scheme for Microcredit." *Theory of Probability and its Applications* (In Press). Abstract

"New improvements in old approximations to the Normal CDF." *International Journal of Applied Mathematics*. 32.1 (2019): 83-89. AbstractWebsite

"What happens when the stock markets are closed?" *Electronic Journal of Applied Statistical Analysis*. 12.2 (2019): 405-415. AbstractWebsite

"Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions." *Contributions to Statistics*. Springer International Publishing, 2018. 335-343. Abstract

"Asymmetry of ARCH effects and natural resources disease or virtue: Mozambique experience." *AIP Conference Proceedings*. 1738 (2016). AbstractWebsite

"Model selection for stock prices data." *Journal of Applied Statistics*. 43 (2016): 2977-2987. AbstractWebsite

"On some statistical models with a random number of observations." *Journal of Statistical Theory and Practice*. 10 (2016): 805-823. AbstractWebsite

"Sample Partitioning Estimation for Ergodic Diffusions." *Communications in Statistics - Simulation and Computation*. 44 (2015): 105-117. AbstractWebsite

"On a continuous time stock price model with regime switching, delay, and threshold." *Quantitative Finance*. 14 (2014): 1479-1488. AbstractWebsite

"On Some Auto-Induced Regime Switching Double-Threshold Glued Diffusions." *Journal of Statistical Theory and Practice*. 8 (2014): 760-771. AbstractWebsite

"On a Continuous-Time Stock Price Model with Two Mean Reverting Regimes." *Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications*. Eds. João Lita da Silva, Frederico Caeiro, Isabel Natário, and Carlos A. Braumann. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. 297-305. Abstract

"Normality assumption for the Log-return of the stock prices." *Discussiones Mathematicae - Probability and Statistics*. 32 (2012): 47-58. AbstractWebsite

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