Access Statistics for Juan Evangelista Trinidad-Segovia

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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 1 2 9
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 1 1 2 10
A new look at financial markets efficiency from linear response theory 0 0 1 2 3 3 8 20
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 2 2 4 104
A note on power-law cross-correlated processes 0 0 0 0 1 1 2 14
A novel approach to detect volatility clusters in financial time series 0 0 0 12 1 1 5 69
An Alternative Approach to Measure Co-Movement between Two Time Series 0 0 1 5 1 1 3 25
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 1 1 25
Extending the Fama and French model with a long term memory factor 0 0 1 6 0 0 2 17
Improvement in Hurst exponent estimation and its application to financial markets 1 1 2 7 2 2 12 32
Introducing Hurst exponent in pair trading 0 0 5 104 1 1 9 320
Market Beta is not dead: An approach from Random Matrix Theory 0 0 2 4 1 4 10 16
Markowitz's model with Euclidean vector spaces 0 0 0 57 1 1 2 204
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 0 0 0 57
Some Notes on the Formation of a Pair in Pairs Trading 0 0 1 4 0 0 3 12
Some comments on Bitcoin market (in)efficiency 0 0 0 2 0 0 2 8
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 2 29 1 2 7 145
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 1 1 1 17 2 5 14 54
Testing the efficient market hypothesis in Latin American stock markets 0 0 0 56 3 4 8 159
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 2 2 3 11
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 0 0 3 3 5 8
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 0 0 2 104
Volatility Co-Movement in Stock Markets 0 0 2 4 1 1 3 10
Total Journal Articles 2 2 18 369 28 36 109 1,433

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 0 7
Total Chapters 0 0 0 0 0 0 0 7

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