José Dias Curto

Confidence intervals for means and variances of nonnormal distributions

José Dias Curto, 2021, Communications in Statistics - Simulation and Computation.

Modelling heavy tails and asymmetry using ARCH-type models with stable Paretian distributions

José Dias Curto, António Bruno Tavares, Goncalo Tavares, 2007 .

Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions

José Dias Curto, Goncalo Tavares, J. Curto, 2009 .

New Multicollinearity Indicators in Linear Regression Models

José Dias Curto, J. Curto, José Castro Pinto, 2007 .

The corrected VIF (CVIF)

José Dias Curto, J. Curto, José Castro Pinto, 2011 .

The coefficient of variation asymptotic distribution in the case of non-iid random variables

José Dias Curto, J. Curto, José Castro Pinto, 2009 .