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 1 1 42 0 3 9 130
Asymmetric Conditional Volatility in International Stock Markets 0 0 1 25 0 3 15 80
Entropy and Uncertainty Analysis in Financial Markets 0 0 0 70 0 2 2 213
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 3 14 102
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors 0 0 0 425 0 2 6 1,566
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets? 0 0 1 21 1 7 16 87
Mutual information: a dependence measure for nonlinear time series 0 0 1 1,006 1 6 22 2,173
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? 0 0 0 61 1 5 9 159
On the integrated behaviour of non-stationary volatility in stock markets 0 0 1 17 0 1 9 76
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility 0 2 2 90 1 5 16 166
Stock market volatility: An approach based on Tsallis entropy 1 1 2 84 2 12 27 217
Total Working Papers 1 4 9 1,860 6 49 145 4,969

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 3 7 123
Asymmetric conditional volatility in international stock markets 0 0 0 2 0 3 8 33
Asymmetric price transmission within the Portuguese stock market 0 0 0 8 0 2 7 29
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? 0 0 2 9 0 3 9 47
Mutual information: a measure of dependency for nonlinear time series 1 1 2 50 3 4 14 151
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 0 0 0 128 0 3 11 472
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 3 15 269
On the integrated behaviour of non-stationary volatility in stock markets 1 1 1 4 1 2 6 31
On the predictability of realized volatility using feasible GLS 0 0 0 12 1 2 10 61
Price transmission in cross boundary supply chains 0 0 0 34 1 2 14 149
Total Journal Articles 2 2 5 321 6 27 101 1,365

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Statistics updated 2026-06-04