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 0 1 2 9
A model for foreign exchange markets based on glassy Brownian systems 0 0 0 1 0 1 2 10
A new look at financial markets efficiency from linear response theory 0 0 1 2 1 4 9 21
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 1 3 5 105
A note on power-law cross-correlated processes 0 0 0 0 1 2 3 15
A novel approach to detect volatility clusters in financial time series 0 0 0 12 0 1 4 69
An Alternative Approach to Measure Co-Movement between Two Time Series 0 0 1 5 0 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 2 2 26
Extending the Fama and French model with a long term memory factor 0 0 1 6 5 5 7 22
Improvement in Hurst exponent estimation and its application to financial markets 0 1 2 7 3 5 13 35
Introducing Hurst exponent in pair trading 0 0 4 104 3 4 11 323
Market Beta is not dead: An approach from Random Matrix Theory 0 0 2 4 0 4 10 16
Markowitz's model with Euclidean vector spaces 0 0 0 57 0 1 2 204
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 3 3 3 60
Some Notes on the Formation of a Pair in Pairs Trading 0 0 1 4 1 1 4 13
Some comments on Bitcoin market (in)efficiency 0 0 0 2 1 1 3 9
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 2 29 0 1 7 145
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 1 1 17 1 3 14 55
Testing the efficient market hypothesis in Latin American stock markets 1 1 1 57 3 6 11 162
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 6 8 8 17
The impact of regulation-based constraints on portfolio selection: The Spanish case 1 1 1 1 1 4 6 9
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 2 4 11
Total Journal Articles 2 4 19 371 32 63 135 1,465

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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