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 1 42 0 2 9 130
Asymmetric Conditional Volatility in International Stock Markets 0 0 1 25 1 4 16 81
Entropy and Uncertainty Analysis in Financial Markets 0 0 0 70 0 1 2 213
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 2 12 102
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors 0 0 0 425 0 2 5 1,566
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets? 0 0 1 21 0 4 16 87
Mutual information: a dependence measure for nonlinear time series 0 0 1 1,006 1 4 23 2,174
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? 0 0 0 61 0 5 9 159
On the integrated behaviour of non-stationary volatility in stock markets 0 0 1 17 0 1 9 76
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility 0 0 2 90 5 8 21 171
Stock market volatility: An approach based on Tsallis entropy 1 2 3 85 2 10 29 219
Total Working Papers 1 2 10 1,861 9 43 151 4,978

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 0 18 1 2 8 124
Asymmetric conditional volatility in international stock markets 0 0 0 2 0 3 8 33
Asymmetric price transmission within the Portuguese stock market 0 0 0 8 1 3 8 30
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? 0 0 0 9 1 3 8 48
Mutual information: a measure of dependency for nonlinear time series 0 1 2 50 0 3 14 151
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 0 0 0 128 0 2 10 472
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 0 56 0 3 15 269
On the integrated behaviour of non-stationary volatility in stock markets 0 1 1 4 0 2 6 31
On the predictability of realized volatility using feasible GLS 0 0 0 12 0 2 10 61
Price transmission in cross boundary supply chains 0 0 0 34 0 1 14 149
Total Journal Articles 0 2 3 321 3 24 101 1,368

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Statistics updated 2026-07-10