Access Statistics for Rui Menezes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market 0 0 0 41 0 0 0 116
Asymmetric Conditional Volatility in International Stock Markets 0 0 0 24 0 0 0 63
Entropy and Uncertainty Analysis in Financial Markets 1 1 2 69 1 1 2 204
Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks 0 0 0 19 0 0 2 86
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors 0 0 0 423 0 0 2 1,551
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets? 1 1 1 18 1 1 3 67
Mutual information: a dependence measure for nonlinear time series 0 1 2 996 0 2 9 2,129
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? 2 2 2 61 2 2 2 145
On the integrated behaviour of non-stationary volatility in stock markets 0 0 0 16 0 0 1 65
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility 0 0 0 87 0 0 6 143
Stock market volatility: An approach based on Tsallis entropy 0 1 2 81 0 1 2 185
Total Working Papers 4 6 9 1,835 4 7 29 4,754


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market 0 0 5 16 0 2 7 108
Asymmetric conditional volatility in international stock markets 0 0 0 2 0 0 0 22
Asymmetric price transmission within the Portuguese stock market 0 0 0 8 0 0 1 21
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? 0 0 1 5 0 0 4 30
Mutual information: a measure of dependency for nonlinear time series 0 0 0 32 0 1 6 106
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 0 0 0 128 0 0 0 456
On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries 0 0 1 54 0 1 4 250
On the integrated behaviour of non-stationary volatility in stock markets 0 0 0 2 1 1 3 21
On the predictability of realized volatility using feasible GLS 0 0 1 11 0 0 2 48
Price transmission in cross boundary supply chains 0 0 1 31 0 0 3 131
Total Journal Articles 0 0 9 289 1 5 30 1,193


Statistics updated 2022-11-05