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Browsing by Author Menezes, Rui

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Showing results 1 to 13 of 13
Issue DateTitleAuthor(s)
2004Asymmetric price transmission within the Portuguese stock marketDionísio, Andreia; Menezes, Rui; Mendes, Diana
2006An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock marketDionísio, Andreia; Menezes, Rui; Mendes, Diana
2003A Entropia como Medida de Informação na Modelação EconómicaDionísio, Andreia; Menezes, Rui; Mendes, Diana
2006Entropic information theory applied to uncertainty in financial marketsDionísio, Andreia; Menezes, Rui; Mendes, Diana
2006Entropy-Based Independence TestDionísio, Andreia; Menezes, Rui; Mendes, Diana
Dec-2011Globalization and long-run co-movements in the stock market for the G7: An application of VECM under structural breaksMenezes, Rui; Dionísio, Andreia
2004Informação Mútua: Uma Medida de Dependência Não-LinearDionísio, Andreia; Menezes, Rui; Mendes, Diana
2008IS PRICE TRANSMISSION SYMMETRIC OVER TRANSNATIONALVALUE CHAINS FOR CODFISH PRODUCTS ?Menezes, Rui; Dionísio, Andreia
2004Mutual information: a measure of dependency for nonlinear time seriesDionísio, Andreia; Menezes, Rui; Mendes, Diana
10-Nov-2009NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003Dionísio, Andreia; Menezes, Rui; Mendes, Diana; Vidigal da Silva, Jacinto
2012On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countriesMenezes, Rui; Dionisio, Andreia; Hossein, Hassani
2007On the integrated behaviour of non-stationary volatility in stock marketsDionísio, Andreia; Menezes, Rui; Mendes, Diana
2006O Princípio da Entropia MáximaDionísio, Andreia; Menezes, Rui; Mendes, Diana
Showing results 1 to 13 of 13

 

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