Rui Manuel Campilho Pereira de Menezes
AuthID: R-000-FWY
31
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 on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I, VOLUME: 2007-January
AUTHORS: Ferreira, NB; Menezes, R; Mendes, DA;
PUBLISHED: 2007, SOURCE: 6th International Conference on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I, VOLUME: 2007-January
INDEXED IN: Scopus WOS
32
TITLE: CO-MOVEMENTS AND ASYMMETRIC VOLATILITY IN THE PORTUGUESE AND US STOCK MARKETS
AUTHORS: Menezes, R; Ferreira, NB; Mendes, D;
PUBLISHED: 2007, SOURCE: 6th International Conference on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I, VOLUME: 2007-January
AUTHORS: Menezes, R; Ferreira, NB; Mendes, D;
PUBLISHED: 2007, SOURCE: 6th International Conference on APLIMAT in APLIMAT 2007 - 6TH INTERNATIONAL CONFERENCE, PT I, VOLUME: 2007-January
INDEXED IN: Scopus WOS
33
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
34
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
35
TITLE: Entropy-Based Independence Test
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
36
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