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 1 1 7 131
Asymmetric Conditional Volatility in International Stock Markets 0 0 1 25 4 5 19 85
Entropy and Uncertainty Analysis in Financial Markets 0 0 0 70 1 1 3 214
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 12 103
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors 0 0 0 425 1 1 5 1,567
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets? 0 0 1 21 0 0 16 87
Mutual information: a dependence measure for nonlinear time series 0 0 0 1,006 1 2 23 2,175
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? 0 0 0 61 0 0 9 159
On the integrated behaviour of non-stationary volatility in stock markets 0 0 1 17 1 1 9 77
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility 1 1 3 91 4 9 24 175
Stock market volatility: An approach based on Tsallis entropy 0 1 3 85 1 3 30 220
Total Working Papers 1 2 10 1,862 15 24 157 4,993

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 0 1 7 124
Asymmetric conditional volatility in international stock markets 0 0 0 2 0 1 9 34
Asymmetric price transmission within the Portuguese stock market 0 0 0 8 0 1 8 30
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? 0 0 0 9 0 2 8 49
Mutual information: a measure of dependency for nonlinear time series 0 0 2 50 0 0 14 151
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 0 0 0 128 0 0 9 472
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 1 13 270
On the integrated behaviour of non-stationary volatility in stock markets 0 0 1 4 0 1 7 32
On the predictability of realized volatility using feasible GLS 0 0 0 12 1 1 10 62
Price transmission in cross boundary supply chains 0 0 0 34 0 1 14 150
Total Journal Articles 0 0 3 321 1 9 99 1,374

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Statistics updated 2026-09-10