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 1 1 1 42 1 3 7 128
Asymmetric Conditional Volatility in International Stock Markets 0 0 1 25 0 7 12 77
Entropy and Uncertainty Analysis in Financial Markets 0 0 1 70 1 1 2 212
Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks 0 0 0 19 1 5 13 100
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors 0 0 0 425 0 1 5 1,564
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets? 0 0 1 21 3 8 12 83
Mutual information: a dependence measure for nonlinear time series 0 0 1 1,006 3 10 22 2,170
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? 0 0 0 61 0 2 4 154
On the integrated behaviour of non-stationary volatility in stock markets 0 0 1 17 0 4 8 75
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility 2 2 2 90 2 11 14 163
Stock market volatility: An approach based on Tsallis entropy 0 1 1 83 4 12 19 209
Total Working Papers 3 4 9 1,859 15 64 118 4,935

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 2 3 6 122
Asymmetric conditional volatility in international stock markets 0 0 0 2 0 2 5 30
Asymmetric price transmission within the Portuguese stock market 0 0 0 8 0 2 5 27
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? 0 0 2 9 1 2 8 45
Mutual information: a measure of dependency for nonlinear time series 0 1 3 49 1 9 14 148
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 0 0 0 128 1 6 10 470
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 8 12 266
On the integrated behaviour of non-stationary volatility in stock markets 0 0 0 3 0 3 4 29
On the predictability of realized volatility using feasible GLS 0 0 0 12 0 4 8 59
Price transmission in cross boundary supply chains 0 0 0 34 1 8 13 148
Total Journal Articles 0 1 5 319 6 47 85 1,344

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Statistics updated 2026-04-09