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	2	4	124
Asymmetric Conditional Volatility in International Stock Markets	1	1	1	25	2	3	5	68
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	1	1	5	92
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?	0	1	2	21	0	1	4	72
Mutual information: a dependence measure for nonlinear time series	0	1	1	1,006	1	2	7	2,153
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?	0	0	0	61	0	0	1	150
On the integrated behaviour of non-stationary volatility in stock markets	0	1	1	17	0	2	2	69
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility	0	0	0	88	0	0	4	151
Stock market volatility: An approach based on Tsallis entropy	0	0	0	82	0	0	4	190
Total Working Papers	1	4	7	1,855	4	12	43	4,842

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	1	1	3	118
Asymmetric conditional volatility in international stock markets	0	0	0	2	1	2	4	27
Asymmetric price transmission within the Portuguese stock market	0	0	0	8	1	1	1	23
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?	0	0	3	9	1	2	6	42
Mutual information: a measure of dependency for nonlinear time series	0	0	4	48	0	0	7	137
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003	0	0	0	128	1	2	6	464
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	4	258
On the integrated behaviour of non-stationary volatility in stock markets	0	0	0	3	0	1	2	26
On the predictability of realized volatility using feasible GLS	0	0	0	12	3	4	4	55
Price transmission in cross boundary supply chains	0	0	1	34	0	2	4	137
Total Journal Articles	0	0	8	318	8	18	41	1,287

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Statistics updated 2025-11-08