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 1 8 16
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 1 1 3 12
A new look at financial markets efficiency from linear response theory 0 1 2 4 2 3 17 34
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 1 1 10 112
A note on power-law cross-correlated processes 0 0 0 0 2 2 11 24
A novel approach to detect volatility clusters in financial time series 0 0 0 12 0 0 13 81
An Alternative Approach to Measure Co-Movement between Two Time Series 0 1 3 8 0 2 14 38
Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 0 0 2 2 2 2
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies 0 0 0 3 1 1 7 31
Extending the Fama and French model with a long term memory factor 0 0 0 6 1 3 31 48
Improvement in Hurst exponent estimation and its application to financial markets 0 0 2 8 0 5 48 78
Introducing Hurst exponent in pair trading 0 1 2 106 0 1 28 347
Market Beta is not dead: An approach from Random Matrix Theory 0 0 0 4 0 1 18 30
Markowitz's model with Euclidean vector spaces 0 0 0 57 1 1 18 221
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 0 0 7 64
Some Notes on the Formation of a Pair in Pairs Trading 0 1 1 5 0 1 5 17
Some comments on Bitcoin market (in)efficiency 0 0 0 2 0 0 5 13
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 0 29 2 2 12 155
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 0 1 17 0 0 35 84
Testing the efficient market hypothesis in Latin American stock markets 0 0 1 57 0 1 21 176
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 2 3 21 30
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 0 1 1 1 3 16 21
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 0 0 10 114
Volatility Co-Movement in Stock Markets 0 0 0 4 0 0 8 17
Total Journal Articles 0 4 13 380 16 34 368 1,765


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


Statistics updated 2026-08-07