Access Statistics for Rui Menezes

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	4	124
Asymmetric Conditional Volatility in International Stock Markets	0	0	0	24	0	1	3	66
Entropy and Uncertainty Analysis in Financial Markets	0	0	1	70	0	0	2	211
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	1	5	91
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors	0	0	1	425	0	1	5	1,562
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?	1	1	2	21	1	1	4	72
Mutual information: a dependence measure for nonlinear time series	0	1	2	1,006	0	1	7	2,152
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?	0	0	0	61	0	0	2	150
On the integrated behaviour of non-stationary volatility in stock markets	1	1	1	17	1	2	3	69
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility	0	0	0	88	0	1	4	151
Stock market volatility: An approach based on Tsallis entropy	0	0	0	82	0	0	4	190
Total Working Papers	2	3	7	1,854	2	11	43	4,838

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	2	117
Asymmetric conditional volatility in international stock markets	0	0	0	2	1	1	3	26
Asymmetric price transmission within the Portuguese stock market	0	0	0	8	0	0	0	22
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?	0	0	3	9	0	1	5	41
Mutual information: a measure of dependency for nonlinear time series	0	0	8	48	0	0	12	137
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003	0	0	0	128	0	1	5	463
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	1	4	4	258
On the integrated behaviour of non-stationary volatility in stock markets	0	0	0	3	1	1	3	26
On the predictability of realized volatility using feasible GLS	0	0	0	12	0	1	1	52
Price transmission in cross boundary supply chains	0	0	1	34	1	2	4	137
Total Journal Articles	0	0	12	318	4	12	39	1,279

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Statistics updated 2025-10-06