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	2	6	126
Asymmetric Conditional Volatility in International Stock Markets	0	0	1	25	4	6	10	74
Entropy and Uncertainty Analysis in Financial Markets	0	0	1	70	0	0	2	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	4	7	12	99
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors	0	0	0	425	0	1	4	1,563
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?	0	0	2	21	3	6	10	78
Mutual information: a dependence measure for nonlinear time series	0	0	1	1,006	5	12	17	2,165
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?	0	0	0	61	2	4	5	154
On the integrated behaviour of non-stationary volatility in stock markets	0	0	1	17	4	6	8	75
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility	0	0	0	88	7	8	11	159
Stock market volatility: An approach based on Tsallis entropy	0	0	0	82	5	12	13	202
Total Working Papers	0	0	6	1,855	35	64	98	4,906

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	0	18	1	2	5	120
Asymmetric conditional volatility in international stock markets	0	0	0	2	2	3	6	30
Asymmetric price transmission within the Portuguese stock market	0	0	0	8	2	4	5	27
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?	0	0	3	9	0	1	7	43
Mutual information: a measure of dependency for nonlinear time series	1	1	3	49	5	7	11	144
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003	0	0	0	128	4	4	10	468
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	5	5	9	263
On the integrated behaviour of non-stationary volatility in stock markets	0	0	0	3	2	2	4	28
On the predictability of realized volatility using feasible GLS	0	0	0	12	3	3	7	58
Price transmission in cross boundary supply chains	0	0	0	34	4	7	9	144
Total Journal Articles	1	1	6	319	28	38	73	1,325

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Statistics updated 2026-02-12