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	0	0	116
Asymmetric Conditional Volatility in International Stock Markets	0	0	0	24	0	0	0	63
Entropy and Uncertainty Analysis in Financial Markets	1	1	2	69	1	1	2	204
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	2	86
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors	0	0	0	423	0	0	2	1,551
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?	1	1	1	18	1	1	3	67
Mutual information: a dependence measure for nonlinear time series	0	1	2	996	0	2	9	2,129
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?	2	2	2	61	2	2	2	145
On the integrated behaviour of non-stationary volatility in stock markets	0	0	0	16	0	0	1	65
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility	0	0	0	87	0	0	6	143
Stock market volatility: An approach based on Tsallis entropy	0	1	2	81	0	1	2	185
Total Working Papers	4	6	9	1,835	4	7	29	4,754

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	5	16	0	2	7	108
Asymmetric conditional volatility in international stock markets	0	0	0	2	0	0	0	22
Asymmetric price transmission within the Portuguese stock market	0	0	0	8	0	0	1	21
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?	0	0	1	5	0	0	4	30
Mutual information: a measure of dependency for nonlinear time series	0	0	0	32	0	1	6	106
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003	0	0	0	128	0	0	0	456
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	1	54	0	1	4	250
On the integrated behaviour of non-stationary volatility in stock markets	0	0	0	2	1	1	3	21
On the predictability of realized volatility using feasible GLS	0	0	1	11	0	0	2	48
Price transmission in cross boundary supply chains	0	0	1	31	0	0	3	131
Total Journal Articles	0	0	9	289	1	5	30	1,193

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Statistics updated 2022-11-05