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 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 1 1 2 3 3 7 11 24
A note on geometric method-based procedures to calculate the Hurst exponent 0 0 0 13 0 3 4 105
A note on power-law cross-correlated processes 0 0 0 0 0 2 3 15
A novel approach to detect volatility clusters in financial time series 0 0 0 12 1 2 5 70
An Alternative Approach to Measure Co-Movement between Two Time Series 0 0 1 5 1 2 4 26
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 2 2 26
Extending the Fama and French model with a long term memory factor 0 0 1 6 4 9 11 26
Improvement in Hurst exponent estimation and its application to financial markets 0 1 2 7 9 14 22 44
Introducing Hurst exponent in pair trading 0 0 3 104 4 8 14 327
Market Beta is not dead: An approach from Random Matrix Theory 0 0 1 4 4 5 13 20
Markowitz's model with Euclidean vector spaces 0 0 0 57 3 4 5 207
Measuring the self-similarity exponent in Lévy stable processes of financial time series 0 0 0 9 0 3 3 60
Some Notes on the Formation of a Pair in Pairs Trading 0 0 0 4 0 1 3 13
Some comments on Bitcoin market (in)efficiency 0 0 0 2 0 1 2 9
Some comments on Hurst exponent and the long memory processes on capital markets 0 0 2 29 1 2 8 146
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency 0 1 1 17 1 4 14 56
Testing the efficient market hypothesis in Latin American stock markets 0 1 1 57 1 7 12 163
The Effect of the Underlying Distribution in Hurst Exponent Estimation 0 0 0 0 0 8 8 17
The impact of regulation-based constraints on portfolio selection: The Spanish case 0 1 1 1 1 5 6 10
Theory of portfolios: New considerations on classic models and the Capital Market Line 0 0 0 31 1 1 3 105
Volatility Co-Movement in Stock Markets 0 0 2 4 1 3 5 12
Total Journal Articles 1 5 17 372 35 95 162 1,500


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


Statistics updated 2026-01-09