Access Statistics for Juan Evangelista Trinidad-Segovia

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cooperative Dynamic Approach to Pairs Trading 0 0 0 3 2 2 3 11
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 1 1 3 11
A new look at financial markets efficiency from linear response theory 0 1 2 3 4 8 14 28
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 2 3 6 107
A note on power-law cross-correlated processes 0 0 0 0 3 4 6 18
A novel approach to detect volatility clusters in financial time series 0 0 0 12 3 4 8 73
An Alternative Approach to Measure Co-Movement between Two Time Series 0 0 0 5 0 1 3 26
Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 0 0 0 0 0 0
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies 0 0 0 3 2 3 4 28
Extending the Fama and French model with a long term memory factor 0 0 1 6 3 12 14 29
Improvement in Hurst exponent estimation and its application to financial markets 1 1 3 8 7 19 25 51
Introducing Hurst exponent in pair trading 0 0 2 104 9 16 22 336
Market Beta is not dead: An approach from Random Matrix Theory 0 0 0 4 7 11 19 27
Markowitz's model with Euclidean vector spaces 0 0 0 57 2 5 7 209
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 1 4 4 61
Some Notes on the Formation of a Pair in Pairs Trading 0 0 0 4 1 2 4 14
Some comments on Bitcoin market (in)efficiency 0 0 0 2 2 3 4 11
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 2 29 2 3 10 148
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 0 1 17 9 11 23 65
Testing the efficient market hypothesis in Latin American stock markets 0 1 1 57 5 9 16 168
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 1 7 9 18
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 1 1 1 3 5 9 13
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 4 5 7 109
Volatility Co-Movement in Stock Markets 0 0 2 4 1 3 6 13
Total Journal Articles 1 4 15 373 74 141 226 1,574


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MAKING COPULAS UNDER UNCERTAINTY 0 0 0 0 1 1 1 8
Total Chapters 0 0 0 0 1 1 1 8


Statistics updated 2026-02-12