1
TITLE: Estimating utility functions using generalized maximum entropy
AUTHORS: Pires, C ; Dionisio, A ; Coelho, L ;
PUBLISHED: 2013, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 40, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef Handle
IN MY: ORCID
2
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
3
TITLE: The impact of CAP policy in farmer's behavior - A modeling approach using the Cumulative Prospect Theory
AUTHORS: Coelho, LAG ; Pires, CMP ; Dionisio, AT ; Serrao, AJD;
PUBLISHED: 2012, SOURCE: JOURNAL OF POLICY MODELING, VOLUME: 34, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef Handle
IN MY: ORCID
4
TITLE: Globalization and long-run co-movements in the stock market for the G7: An application of VECM under structural breaks
AUTHORS: Menezes, R; Dionisio, A ;
PUBLISHED: 2011, SOURCE: CHINESE SCIENCE BULLETIN, VOLUME: 56, ISSUE: 34
INDEXED IN: Scopus WOS CrossRef Handle
IN MY: ORCID
5
TITLE: Adopt the euro? The GME approach
AUTHORS: Ferreira, P ; Dionisio, A ; Pires, C ;
PUBLISHED: 2010, SOURCE: 7th International Conference on Applications of Physics in Financial Analysis in JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, VOLUME: 5, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef Handle
IN MY: ORCID
6
TITLE: The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets  Full Text
AUTHORS: Hossein Hassani; Andreia Dionisio ; Mansoureh Ghodsi;
PUBLISHED: 2010, SOURCE: NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS, VOLUME: 11, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
7
TITLE: Utility function estimation: The entropy approach  Full Text
AUTHORS: Andreia Dionisio ; A. Heitor Reis ; Luis Coelho ;
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
IN MY: ORCID
8
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
9
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
INDEXED IN: Scopus WOS CrossRef Handle
IN MY: ORCID
10
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
IN MY: ORCID
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