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 0 4 8 16
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 0 0 3 11
A new look at financial markets efficiency from linear response theory 0 1 2 4 0 3 15 32
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 0 3 9 111
A note on power-law cross-correlated processes 0 0 0 0 0 2 10 22
A novel approach to detect volatility clusters in financial time series 0 0 0 12 0 1 14 81
An Alternative Approach to Measure Co-Movement between Two Time Series 1 2 3 8 1 8 15 38
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 0 1 6 30
Extending the Fama and French model with a long term memory factor 0 0 0 6 2 3 30 47
Improvement in Hurst exponent estimation and its application to financial markets 0 0 3 8 0 12 50 78
Introducing Hurst exponent in pair trading 1 1 4 106 1 6 31 347
Market Beta is not dead: An approach from Random Matrix Theory 0 0 0 4 1 2 19 30
Markowitz's model with Euclidean vector spaces 0 0 0 57 0 8 17 220
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 0 3 7 64
Some Notes on the Formation of a Pair in Pairs Trading 0 1 1 5 0 2 7 17
Some comments on Bitcoin market (in)efficiency 0 0 0 2 0 2 5 13
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 0 29 0 2 12 153
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 0 1 17 0 12 39 84
Testing the efficient market hypothesis in Latin American stock markets 0 0 1 57 0 3 22 176
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 0 6 19 28
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 1 1 0 4 15 20
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 0 5 10 114
Volatility Co-Movement in Stock Markets 0 0 1 4 0 4 9 17
Total Journal Articles 2 5 17 380 5 96 372 1,749


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 2 4 11
Total Chapters 0 0 0 0 0 2 4 11


Statistics updated 2026-07-10