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 0 41 0 1 2 121
Asymmetric Conditional Volatility in International Stock Markets 0 0 0 24 0 0 2 65
Entropy and Uncertainty Analysis in Financial Markets 0 1 1 70 0 2 3 211
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 2 88
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors 0 0 1 425 1 1 4 1,560
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets? 0 1 1 20 0 2 3 71
Mutual information: a dependence measure for nonlinear time series 0 0 1 1,005 3 3 8 2,151
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? 0 0 0 61 0 0 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 1 1 4 150
Stock market volatility: An approach based on Tsallis entropy 0 0 0 82 0 1 4 190
Total Working Papers 0 2 4 1,851 6 12 35 4,824


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 1 18 0 1 3 116
Asymmetric conditional volatility in international stock markets 0 0 0 2 0 0 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? 0 1 1 7 0 2 3 38
Mutual information: a measure of dependency for nonlinear time series 0 2 11 48 1 4 17 137
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 0 0 0 128 1 2 3 461
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 0 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 0 2 135
Total Journal Articles 0 3 15 316 2 10 33 1,264


Statistics updated 2025-06-06