61
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
62
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
63
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
65
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
66
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
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