Nuno Rafael Barbosa de Jesus Ferreira
Professor Auxiliar Department of Quantitative Methods for Management and Economics (IBS)
Associate researcher without FCT funding BRU-Iscte - Business Research Unit (IBS)
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217650211 (Ext. 220512)
Office AA1.08
Post Box 171
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CIÊNCIAVITAE
ORCID
CV Summary

He belonged to the financial department of Teixeira Duarte until 2002. Since 1996 he has been part of the quantitative methods Department of the ISCTE-IUL and has carried out scientific research in econometrics in the financial markets. More recently, it focused its analysis on models of autoregressive switching models, global VAR models and FAVAR models

Academic Qualifications
University/Institution Type Degree Period
ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa
PhD Gestão 2005
ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa
M.Sc. Ciências Empresariais 1997
ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa
Licenciate Organização e Gestão de Empresas 1994
Research Interests
Econometria dos Mercados Financeiros
Modelos de transição suaves
Modelos Global VAR
Cointegração de series temporais
Data Science in Finance Application