Access Statistics for Rui Menezes

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market	0	0	0	41	0	1	2	120
Asymmetric Conditional Volatility in International Stock Markets	0	0	0	24	1	1	1	64
Entropy and Uncertainty Analysis in Financial Markets	0	0	0	69	0	1	1	209
Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks	0	0	0	19	0	1	1	87
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors	0	0	1	424	0	0	5	1,557
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?	0	0	0	19	0	0	0	68
Mutual information: a dependence measure for nonlinear time series	0	1	3	1,005	0	1	8	2,146
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?	0	0	0	61	0	1	1	149
On the integrated behaviour of non-stationary volatility in stock markets	0	0	0	16	0	1	2	67
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility	0	0	0	88	0	1	2	147
Stock market volatility: An approach based on Tsallis entropy	0	0	1	82	1	1	2	187
Total Working Papers	0	1	5	1,848	2	9	25	4,801

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market	0	1	1	18	0	1	4	115
Asymmetric conditional volatility in international stock markets	0	0	0	2	0	0	1	23
Asymmetric price transmission within the Portuguese stock market	0	0	0	8	0	0	0	22
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?	0	0	0	6	0	0	2	36
Mutual information: a measure of dependency for nonlinear time series	1	6	10	45	1	7	15	131
NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003	0	0	0	128	0	0	1	458
On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries	0	0	0	56	0	0	2	254
On the integrated behaviour of non-stationary volatility in stock markets	0	0	1	3	0	1	3	24
On the predictability of realized volatility using feasible GLS	0	0	0	12	0	0	0	51
Price transmission in cross boundary supply chains	0	0	0	33	0	0	0	133
Total Journal Articles	1	7	12	311	1	9	28	1,247

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2024-12-04