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 6 6 13 22
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 2 3 5 15
A new look at financial markets efficiency from linear response theory 0 1 3 5 2 3 17 37
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 1 1 9 113
A note on power-law cross-correlated processes 1 1 1 1 3 4 14 28
A novel approach to detect volatility clusters in financial time series 0 0 0 12 0 0 12 81
An Alternative Approach to Measure Co-Movement between Two Time Series 0 0 3 8 1 1 14 39
Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 0 0 0 0 2 2
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies 0 0 0 3 0 1 7 32
Extending the Fama and French model with a long term memory factor 0 0 0 6 5 6 37 54
Improvement in Hurst exponent estimation and its application to financial markets 0 0 1 8 1 2 48 80
Introducing Hurst exponent in pair trading 1 1 3 107 4 5 32 352
Market Beta is not dead: An approach from Random Matrix Theory 1 1 1 5 2 3 17 33
Markowitz's model with Euclidean vector spaces 0 0 0 57 2 3 20 224
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 0 0 7 64
Some Notes on the Formation of a Pair in Pairs Trading 0 0 1 5 1 1 6 18
Some comments on Bitcoin market (in)efficiency 0 0 0 2 1 1 6 14
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 0 29 0 2 12 157
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 1 1 1 18 2 3 33 87
Testing the efficient market hypothesis in Latin American stock markets 0 0 1 57 1 1 18 177
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 1 1 20 31
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 1 1 0 0 13 21
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 2 3 13 117
Volatility Co-Movement in Stock Markets 0 0 0 4 1 1 8 18
Total Journal Articles 4 5 16 385 38 51 383 1,816


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 0 0 4 11
Total Chapters 0 0 0 0 0 0 4 11


Statistics updated 2026-11-12