Rui Manuel Campilho Pereira de Menezes
AuthID: R-000-FWY
21
TITLE: ASYMMETRIC SIGNALS IN FINANCIAL MARKETS: THE DYNAMICS OF VOLATILITY AND THRESHOLD ADJUSTMENT MODELS
AUTHORS: Rui Menezes; Nuno B Ferreira; Diana Mendes;
PUBLISHED: 2008, SOURCE: 14th International Scientific Conference Quantitative Methods in Economics: Multiple Criteria Decision Making in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE QUANTITATIVE METHODS IN ECONOMICS (MULTIPLE CRITERIA DECISION MAKING XIV)
AUTHORS: Rui Menezes; Nuno B Ferreira; Diana Mendes;
PUBLISHED: 2008, SOURCE: 14th International Scientific Conference Quantitative Methods in Economics: Multiple Criteria Decision Making in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE QUANTITATIVE METHODS IN ECONOMICS (MULTIPLE CRITERIA DECISION MAKING XIV)
INDEXED IN: 
WOS
WOS22
TITLE: Editorial Full Text
AUTHORS: Diana A Mendes; Orlando Gomes ; Rui Menezes;
PUBLISHED: 2008, SOURCE: Physica A: Statistical Mechanics and its Applications, VOLUME: 387, ISSUE: 15
AUTHORS: Diana A Mendes; Orlando Gomes ; Rui Menezes;
PUBLISHED: 2008, SOURCE: Physica A: Statistical Mechanics and its Applications, VOLUME: 387, ISSUE: 15
23
TITLE: ASYMMETRIC CONDITIONAL VOLATILITY IN THE STOCK MARKET: A CROSS COUNTRY COMPARISON
AUTHORS: Nuno B Ferreira; Rui Menezes; Diana A Mendes;
PUBLISHED: 2007, SOURCE: 6th International Conference on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I
AUTHORS: Nuno B Ferreira; Rui Menezes; Diana A Mendes;
PUBLISHED: 2007, SOURCE: 6th International Conference on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I
INDEXED IN: WOS
WOS24
TITLE: CO-MOVEMENTS AND ASYMMETRIC VOLATILITY IN THE PORTUGUESE AND US STOCK MARKETS
AUTHORS: Rui Menezes; Nuno B Ferreira; Diana Mendes;
PUBLISHED: 2007, SOURCE: 6th International Conference on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I
AUTHORS: Rui Menezes; Nuno B Ferreira; Diana Mendes;
PUBLISHED: 2007, SOURCE: 6th International Conference on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I
INDEXED IN: WOS
WOS25
TITLE: Price transmission in cross boundary supply chains Full Text
AUTHORS: Asche, F; Menezes, R; Dias, JF;
PUBLISHED: 2007, SOURCE: Empirica, VOLUME: 34, ISSUE: 5
AUTHORS: Asche, F; Menezes, R; Dias, JF;
PUBLISHED: 2007, SOURCE: Empirica, VOLUME: 34, ISSUE: 5
26
TITLE: Asymmetric conditional volatility in the stock market: A cross country comparison
AUTHORS: Ferreira, NB; Menezes, R; Mendes, DA;
PUBLISHED: 2007, SOURCE: 6th International Conference APLIMAT 2007 in APLIMAT 2007, VOLUME: 2007-January
AUTHORS: Ferreira, NB; Menezes, R; Mendes, DA;
PUBLISHED: 2007, SOURCE: 6th International Conference APLIMAT 2007 in APLIMAT 2007, VOLUME: 2007-January
INDEXED IN: 
Scopus
Scopus27
TITLE: Co-movements and asymmetric volatility in the Portuguese and U.S. stock markets
AUTHORS: Menezes, R; Ferreira, NB; Mendes, D;
PUBLISHED: 2007, SOURCE: 6th International Conference APLIMAT 2007 in APLIMAT 2007, VOLUME: 2007-January
AUTHORS: Menezes, R; Ferreira, NB; Mendes, D;
PUBLISHED: 2007, SOURCE: 6th International Conference APLIMAT 2007 in APLIMAT 2007, VOLUME: 2007-January
INDEXED IN: Scopus
Scopus28
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
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
29
TITLE: Entropy-Based Independence Test Full Text
AUTHORS: Andreia Dionísio; Rui Menezes; Diana A Mendes;
PUBLISHED: 2006, SOURCE: Nonlinear Dynamics - Nonlinear Dyn, VOLUME: 44, ISSUE: 1-4
AUTHORS: Andreia Dionísio; Rui Menezes; Diana A Mendes;
PUBLISHED: 2006, SOURCE: Nonlinear Dynamics - Nonlinear Dyn, VOLUME: 44, ISSUE: 1-4
30
TITLE: Testing for Cointegration of the Portuguese Stock Market in the Context of Europe and US
AUTHORS: Nuno B Ferreira; Rui Menezes; Diana A Mendes;
PUBLISHED: 2003, SOURCE: 21st International Conference on Mathematical Methods in Economics in PROCEEDINGS OF THE 21ST INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS 2003
AUTHORS: Nuno B Ferreira; Rui Menezes; Diana A Mendes;
PUBLISHED: 2003, SOURCE: 21st International Conference on Mathematical Methods in Economics in PROCEEDINGS OF THE 21ST INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS 2003
INDEXED IN: WOS
WOS