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 0 2 8
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 0 0 0 8
A new look at financial markets efficiency from linear response theory 0 0 1 1 0 2 7 16
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 0 1 4 102
A note on power-law cross-correlated processes 0 0 0 0 0 0 0 12
A novel approach to detect volatility clusters in financial time series 0 0 1 12 1 2 4 67
An Alternative Approach to Measure Co-Movement between Two Time Series 0 0 3 5 0 0 8 23
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 0 0 24
Extending the Fama and French model with a long term memory factor 0 1 2 6 0 1 2 16
Improvement in Hurst exponent estimation and its application to financial markets 0 0 0 5 0 0 10 26
Introducing Hurst exponent in pair trading 0 0 3 102 1 2 9 316
Market Beta is not dead: An approach from Random Matrix Theory 0 0 3 4 0 2 6 10
Markowitz's model with Euclidean vector spaces 0 0 0 57 0 1 1 203
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 1 10
Some comments on Bitcoin market (in)efficiency 0 0 0 2 0 0 1 7
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 1 27 0 1 3 139
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 0 5 16 0 2 10 44
Testing the efficient market hypothesis in Latin American stock markets 0 0 3 56 1 2 9 154
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 0 0 2 9
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 0 0 0 1 2 5
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 0 2 2 104
Volatility Co-Movement in Stock Markets 0 1 1 3 0 1 1 8
Total Journal Articles 0 2 24 360 3 20 84 1,368


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 2 7
Total Chapters 0 0 0 0 0 0 2 7


Statistics updated 2025-05-12