1
TITLE: Persistence in the Bel-20 Index Returns: Spurious Long Memory Effect?
AUTHORS: Luis M P Gomes; Silvio M A Gama ; Jose A O Matos ; Vasco J S Soares;
TYPE: Proceedings Paper, PUBLISHED: 2019, SOURCE: 33rd International-Business-Information-Management-Association (IBIMA) Conference in EDUCATION EXCELLENCE AND INNOVATION MANAGEMENT THROUGH VISION 2020
INDEXED IN: Scopus WOS
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2
TITLE: Estimating and testing long memory in Portuguese stock market returns
AUTHORS: Gomes, LMP; Soares, VJS; Gama, SMA ; Matos, JAO ;
TYPE: Proceedings Paper, PUBLISHED: 2018, SOURCE: 32nd International Business Information Management Association Conference, IBIMA 2018 in Proceedings of the 32nd International Business Information Management Association Conference, IBIMA 2018 - Vision 2020: Sustainable Economic Development and Application of Innovation Management from Regional expansion to Global Growth
INDEXED IN: Scopus
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3
TITLE: Long-term memory in Euronext stock indexes returns: An econophysics approach  Full Text
AUTHORS: Luis M P Gomes; Vasco J S Soares; Silvio M A Gama ; Jose A O Matos ;
TYPE: Article, PUBLISHED: 2018, SOURCE: BUSINESS AND ECONOMIC HORIZONS, VOLUME: 14, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef
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5
TITLE: A Wavelet-Based Method to Measure Stock Market Development  Full Text
AUTHORS: Adel Al Sharkasi; Heather J Ruskin; Martin Crane; José Matos ; Sílvio M A Gama ;
TYPE: Article, PUBLISHED: 2014, SOURCE: Open Journal of Statistics - OJS, VOLUME: 04, ISSUE: 01
INDEXED IN: CrossRef
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6
TITLE: A Study of Correlation and Entropy for Multiple Time Series
AUTHORS: Jose A O Matos ; Silvio M A Gama ; Heather J Ruskin; Adel Al Sharkasi; Martin Crane;
TYPE: Proceedings Paper, PUBLISHED: 2011, SOURCE: 2nd Conference on Nonlinear Science and Complexity (NSC'08) in NONLINEAR SCIENCE AND COMPLEXITY
INDEXED IN: Scopus WOS CrossRef
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7
TITLE: Time and scale Hurst exponent analysis for financial markets  Full Text
AUTHORS: Jose A O Matos ; Silvio M A Gama ; Heather J Ruskin; Adel Al Sharkasi; Martin Crane;
TYPE: Article, PUBLISHED: 2008, SOURCE: 6th International Conference on Applications of Physics in Financial Analysis in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 387, ISSUE: 15
INDEXED IN: Scopus WOS CrossRef
8
TITLE: The reaction of stock markets to crashes and events: A comparison study between emerging and mature markets using wavelet transforms  Full Text
AUTHORS: Adel Sharkasi; Martin Crane; Heather J Ruskin; Jose A O Matos ;
TYPE: Article, PUBLISHED: 2006, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 368, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
9
TITLE: An econophysics approach to the Portuguese Stock Index - PSI-20  Full Text
AUTHORS: Matos, JAO ; Gama, SMA ; Ruskin, HJ; Duarte, JAMS;
TYPE: Article, PUBLISHED: 2004, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 342, ISSUE: 3-4
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10
TITLE: On a conservative lava flow automaton
AUTHORS: Matos, JAO ; Duarte, JAMS;
TYPE: Article, PUBLISHED: 1999, SOURCE: INTERNATIONAL JOURNAL OF MODERN PHYSICS C, VOLUME: 10, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
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