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    1. 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.
    2. 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.
    3. 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.
    4. 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.


    Research Interests

    • Structural Breaks
    • Unit Roots
    • Cointegration
    • Long Memory
    • Economic and Financial Forecasting
    • Volatility time series models
    • Big Data