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 3 4 12
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 0 1 3 11
A new look at financial markets efficiency from linear response theory 0 1 2 3 0 7 13 28
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 1 3 7 108
A note on power-law cross-correlated processes 0 0 0 0 0 3 6 18
A novel approach to detect volatility clusters in financial time series 0 0 0 12 2 6 9 75
An Alternative Approach to Measure Co-Movement between Two Time Series 1 1 1 6 2 3 5 28
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 1 3 5 29
Extending the Fama and French model with a long term memory factor 0 0 1 6 9 16 23 38
Improvement in Hurst exponent estimation and its application to financial markets 0 1 3 8 6 22 31 57
Introducing Hurst exponent in pair trading 1 1 3 105 3 16 25 339
Market Beta is not dead: An approach from Random Matrix Theory 0 0 0 4 1 12 19 28
Markowitz's model with Euclidean vector spaces 0 0 0 57 1 6 8 210
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 0 1 4 61
Some Notes on the Formation of a Pair in Pairs Trading 0 0 0 4 0 1 4 14
Some comments on Bitcoin market (in)efficiency 0 0 0 2 0 2 4 11
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 2 29 0 3 9 148
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 0 1 17 4 14 26 69
Testing the efficient market hypothesis in Latin American stock markets 0 0 1 57 3 9 18 171
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 2 3 11 20
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 1 1 2 6 11 15
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 0 5 6 109
Volatility Co-Movement in Stock Markets 0 0 1 4 0 2 5 13
Total Journal Articles 2 4 16 375 38 147 256 1,612


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 2 9
Total Chapters 0 0 0 0 1 2 2 9


Statistics updated 2026-03-04