Rui Manuel Campilho Pereira de Menezes


AuthID: R-000-FWY

Confirmed Publications: 9



1
TITLE: Self-similarity principle: the reduced description of randomness  Full Text
AUTHORS: Raoul R Nigmatullin; Jose Tenreiro Machado ; Rui Menezes ;
PUBLISHED: 2013, SOURCE: CENTRAL EUROPEAN JOURNAL OF PHYSICS, VOLUME: 11, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef: 4
IN MY: ORCID
2
TITLE: Entropy: A new measure of stock market volatility?  Full Text
AUTHORS: Sonia R Bentes; Rui Menezes ;
PUBLISHED: 2012, SOURCE: 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS) in 3RD INTERNATIONAL WORKSHOP ON STATISTICAL PHYSICS AND MATHEMATICS FOR COMPLEX SYSTEMS (SPMCS 2012), VOLUME: 394, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 6
IN MY: ORCID
3
TITLE: Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?  Full Text
AUTHORS: Sonia R Bentes; Rui Menezes ; Diana A Mendes ;
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: 46
IN MY: ORCID
4
TITLE: Asymmetric conditional volatility in international stock markets  Full Text
AUTHORS: Ferreira, NB; Menezes, R ; Mendes, DA ;
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
5
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
IN MY: ORCID
6
TITLE: Co-movements and asymmetric volatility in the Portuguese and US stock markets  Full Text
AUTHORS: Menezes, R ; Ferreira, NB; Mendes, D ;
PUBLISHED: 2006, SOURCE: Conference on Nonlinear Dynamics of Electronic Systems in NONLINEAR DYNAMICS, VOLUME: 44, ISSUE: 1-4
INDEXED IN: Scopus WOS CrossRef
7
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
8
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
IN MY: ORCID
9
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
IN MY: ORCID

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