# Pedro Mota

## Professor Auxiliar

Departamento de Matemática (DM) da Faculdade de Ciências e Tecnologia da Universidade NOVA de Lisboa (email)

Departamento de Matemática (DM) da Faculdade de Ciências e Tecnologia da Universidade NOVA de Lisboa (email)

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

"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

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

"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

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