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 1 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 1 1 3 4 1 4 16 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 4 10 22
A novel approach to detect volatility clusters in financial time series 0 0 0 12 0 6 14 81
An Alternative Approach to Measure Co-Movement between Two Time Series 0 1 2 7 1 9 14 37
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 0 7 29 45
Improvement in Hurst exponent estimation and its application to financial markets 0 0 3 8 5 21 52 78
Introducing Hurst exponent in pair trading 0 0 3 105 0 7 30 346
Market Beta is not dead: An approach from Random Matrix Theory 0 0 0 4 0 1 19 29
Markowitz's model with Euclidean vector spaces 0 0 0 57 0 10 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 1 1 1 5 1 3 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 1 29 0 5 13 153
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 0 1 17 0 15 39 84
Testing the efficient market hypothesis in Latin American stock markets 0 0 1 57 1 5 22 176
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 1 8 19 28
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 1 1 2 5 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 3 17 378 13 132 373 1,744


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 2 4 11
Total Chapters 0 0 0 0 1 2 4 11


Statistics updated 2026-06-04