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TITLE: Investigating detrended fluctuation analysis with structural breaks  Full Text
AUTHORS: Rui Menezes; Alvaro Oliveira; Sofia Portela;
PUBLISHED: 2019, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 518
INDEXED IN: Scopus WOS
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TITLE: Risk assessment and stock market volatility in the Eurozone: 1986-2014  Full Text
AUTHORS: Rui Menezes; Alvaro Oliveira;
PUBLISHED: 2015, SOURCE: 4th International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS) in 4TH INTERNATIONAL WORKSHOP ON STATISTICAL PHYSICS AND MATHEMATICS FOR COMPLEX SYSTEMS (SPMCS2014), VOLUME: 604, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
3
TITLE: On the predictability of realized volatility using feasible GLS
AUTHORS: Bentes, SR; Menezes, R;
PUBLISHED: 2013, SOURCE: Journal of Asian Economics, VOLUME: 28
INDEXED IN: Scopus CrossRef: 3
IN MY: ORCID
4
TITLE: A semi-Markov model of customer lifetime in the Portuguese fixed telecommunications industry  Full Text
AUTHORS: Sofia Lopes Portela; Rui Menezes;
PUBLISHED: 2013, SOURCE: International Journal of Academic Research - IJAR, VOLUME: 5, ISSUE: 1
INDEXED IN: CrossRef
IN MY: ORCID
5
TITLE: On the asymmetric behaviour of stock market volatility: evidence from three countries  Full Text
AUTHORS: Sónia R. Bentes; Rui Menezes; Nuno B. Ferreira;
PUBLISHED: 2013, SOURCE: International Journal of Academic Research - IJAR, VOLUME: 5, ISSUE: 4
INDEXED IN: CrossRef: 3
IN MY: ORCID
6
TITLE: Mental budgeting and the management of household finance in Kastoria City (Greece)  Full Text
AUTHORS: Evgenia Stergiopoulou; Sofia Lopes Portela; Rui Menezes;
PUBLISHED: 2013, SOURCE: International Journal of Academic Research - IJAR, VOLUME: 5, ISSUE: 5
INDEXED IN: CrossRef
IN MY: ORCID
7
TITLE: Fundamentals of multiple events duration models  Full Text
AUTHORS: Sofia Lopes Portela; Rui Menezes;
PUBLISHED: 2013, SOURCE: International Journal of Academic Research - IJAR, VOLUME: 5
INDEXED IN: CrossRef
IN MY: ORCID
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TITLE: On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
AUTHORS: Menezes, R; Dionisio, A ; Hassani, H;
PUBLISHED: 2012, SOURCE: Quarterly Review of Economics and Finance, VOLUME: 52, ISSUE: 4
INDEXED IN: Scopus CrossRef: 7
IN MY: ORCID
9
TITLE: On the long memory property of stock market volatility: an overview  Full Text
AUTHORS: Sónia R. Bentes; Rui Menezes;
PUBLISHED: 2012, SOURCE: International Journal of Academic Research - IJAR, VOLUME: 5, ISSUE: 1
INDEXED IN: CrossRef
IN MY: ORCID
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TITLE: Globalization and long-run co-movements in the stock market for the G7: An application of VECM under structural breaks  Full Text
AUTHORS: Rui Menezes; Andreia Dionisio ;
PUBLISHED: 2011, SOURCE: CHINESE SCIENCE BULLETIN, VOLUME: 56, ISSUE: 34
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID
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