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	1	1	2	121
Asymmetric Conditional Volatility in International Stock Markets	0	0	0	24	0	1	2	65
Entropy and Uncertainty Analysis in Financial Markets	0	0	0	69	1	1	2	210
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	1	87
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors	0	0	1	425	0	0	3	1,559
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?	1	1	1	20	2	3	3	71
Mutual information: a dependence measure for nonlinear time series	0	0	2	1,005	0	1	8	2,148
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?	0	0	0	61	0	1	2	150
On the integrated behaviour of non-stationary volatility in stock markets	0	0	0	16	0	0	1	67
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility	0	0	0	88	0	2	3	149
Stock market volatility: An approach based on Tsallis entropy	0	0	0	82	1	3	4	190
Total Working Papers	1	1	4	1,850	5	13	31	4,817

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	1	18	1	1	5	116
Asymmetric conditional volatility in international stock markets	0	0	0	2	0	2	2	25
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?	1	1	1	7	1	1	2	37
Mutual information: a measure of dependency for nonlinear time series	0	1	10	46	1	3	15	134
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003	0	0	0	128	1	2	2	460
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	0	0	254
On the integrated behaviour of non-stationary volatility in stock markets	0	0	1	3	1	1	3	25
On the predictability of realized volatility using feasible GLS	0	0	0	12	0	0	0	51
Price transmission in cross boundary supply chains	0	0	1	34	0	1	2	135
Total Journal Articles	1	2	14	314	5	11	31	1,259

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Statistics updated 2025-04-04