Access Statistics for Juan Evangelista Trinidad-Segovia

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cooperative Dynamic Approach to Pairs Trading 0 0 0 3 0 0 2 8
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 0 1 1 9
A new look at financial markets efficiency from linear response theory 0 0 1 2 0 0 5 17
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 0 0 2 102
A note on power-law cross-correlated processes 0 0 0 0 0 1 1 13
A novel approach to detect volatility clusters in financial time series 0 0 0 12 0 1 4 68
An Alternative Approach to Measure Co-Movement between Two Time Series 0 0 1 5 0 1 2 24
Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 0 0 0 0 0 0
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies 0 0 0 3 0 0 0 24
Extending the Fama and French model with a long term memory factor 0 0 1 6 0 0 2 17
Improvement in Hurst exponent estimation and its application to financial markets 0 1 1 6 0 2 11 30
Introducing Hurst exponent in pair trading 0 2 5 104 0 3 8 319
Market Beta is not dead: An approach from Random Matrix Theory 0 0 2 4 3 4 9 15
Markowitz's model with Euclidean vector spaces 0 0 0 57 0 0 1 203
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 0 0 0 57
Some Notes on the Formation of a Pair in Pairs Trading 0 0 1 4 0 2 3 12
Some comments on Bitcoin market (in)efficiency 0 0 0 2 0 0 2 8
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 2 29 0 3 7 144
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 0 0 16 0 7 12 52
Testing the efficient market hypothesis in Latin American stock markets 0 0 0 56 0 2 5 156
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 0 0 1 9
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 0 0 0 0 2 5
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 0 0 2 104
Volatility Co-Movement in Stock Markets 0 1 2 4 0 1 2 9
Total Journal Articles 0 4 16 367 3 28 84 1,405


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MAKING COPULAS UNDER UNCERTAINTY 0 0 0 0 0 0 0 7
Total Chapters 0 0 0 0 0 0 0 7


Statistics updated 2025-10-06