51
TITLE: On the integrated behaviour of non-stationary volatility in stock markets  Full Text
AUTHORS: Andreia Dionisio ; Rui Menezes ; Diana A Mendes ;
PUBLISHED: 2007, SOURCE: 5th International Conference on Applications of Physics in Financial Analysis (APFA 5) in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 382, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 13
52
TITLE: An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market  Full Text
AUTHORS: Dionisio, A ; Menezes, R; Mendes, DA ;
PUBLISHED: 2006, SOURCE: 3rd International Conference on News, Expectations and Trends in Statistical Physics, NEXT-SigmaPhi in EUROPEAN PHYSICAL JOURNAL B, VOLUME: 50, ISSUE: 1-2
INDEXED IN: Scopus WOS CrossRef Handle
53
TITLE: Entropy-based independence test  Full Text
AUTHORS: Dionisio, A ; Menezes, R ; Mendes, DA ;
PUBLISHED: 2006, SOURCE: Conference on Nonlinear Dynamics of Electronic Systems in NONLINEAR DYNAMICS, VOLUME: 44, ISSUE: 1-4
INDEXED IN: Scopus WOS Handle
IN MY: ORCID
54
TITLE: Entropy-Based Independence Test
AUTHORS: Andreia Dionísio ; Rui Menezes; Diana A Mendes;
PUBLISHED: 2006, SOURCE: Nonlinear Dynamics - Nonlinear Dyn, VOLUME: 44, ISSUE: 1-4
INDEXED IN: CrossRef Handle
55
TITLE: Asymmetric price transmission within the Portuguese stock market  Full Text
AUTHORS: Menezes, R ; Dionisio, A ; Mendes, DA ;
PUBLISHED: 2004, SOURCE: Applications of Physics in Financial Analysis 4 Conference (APFA4) in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 344, ISSUE: 1-2
INDEXED IN: Scopus WOS CrossRef: 5
56
TITLE: Mutual information: a measure of dependency for nonlinear time series  Full Text
AUTHORS: Dionisio, A ; Menezes, R ; Mendes, DA ;
PUBLISHED: 2004, SOURCE: Applications of Physics in Financial Analysis 4 Conference (APFA4) in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 344, ISSUE: 1-2
INDEXED IN: Scopus WOS CrossRef: 59
Page 6 of 6. Total results: 56.