Sónia Margarida Ricardo Bentes
AuthID: R-000-MRE
11
TITLE: On the Conditional Behavior of Stock Market Volatility: A Sub-Sample Analysis Using the FIGARCH Approach for Developed and Emerging Markets Full Text
AUTHORS: Bentes, SR;
PUBLISHED: 2016, SOURCE: 8th Polish Symposium of Physics in Economy and Social Sciences (FENS) in ACTA PHYSICA POLONICA A, VOLUME: 129, ISSUE: 5
AUTHORS: Bentes, SR;
PUBLISHED: 2016, SOURCE: 8th Polish Symposium of Physics in Economy and Social Sciences (FENS) in ACTA PHYSICA POLONICA A, VOLUME: 129, ISSUE: 5
12
TITLE: On the integration of financial markets: How strong is the evidence from five international stock markets? Full Text
AUTHORS: Sonia R Bentes;
PUBLISHED: 2015, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 429
AUTHORS: Sonia R Bentes;
PUBLISHED: 2015, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 429
13
TITLE: A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility Full Text
AUTHORS: Sonia R Bentes;
PUBLISHED: 2015, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 424
AUTHORS: Sonia R Bentes;
PUBLISHED: 2015, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 424
14
TITLE: Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence Full Text
AUTHORS: Sonia R Bentes;
PUBLISHED: 2015, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 438
AUTHORS: Sonia R Bentes;
PUBLISHED: 2015, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 438
15
TITLE: Measuring persistence in stock market volatility using the FIGARCH approach
AUTHORS: Bentes, SR;
PUBLISHED: 2014, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 408
AUTHORS: Bentes, SR;
PUBLISHED: 2014, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 408
16
TITLE: On the predictability of realized volatility using feasible GLS
AUTHORS: Bentes, SR; Menezes, R;
PUBLISHED: 2013, SOURCE: Journal of Asian Economics, VOLUME: 28
AUTHORS: Bentes, SR; Menezes, R;
PUBLISHED: 2013, SOURCE: Journal of Asian Economics, VOLUME: 28
17
TITLE: Entropy: A new measure of stock market volatility?
AUTHORS: Bentes, SR; Menezes, R ;
PUBLISHED: 2012, SOURCE: 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS) in 3RD INTERNATIONAL WORKSHOP ON STATISTICAL PHYSICS AND MATHEMATICS FOR COMPLEX SYSTEMS (SPMCS 2012), VOLUME: 394, ISSUE: 1
AUTHORS: Bentes, SR; Menezes, R ;
PUBLISHED: 2012, SOURCE: 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS) in 3RD INTERNATIONAL WORKSHOP ON STATISTICAL PHYSICS AND MATHEMATICS FOR COMPLEX SYSTEMS (SPMCS 2012), VOLUME: 394, ISSUE: 1
18
TITLE: Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? Full Text
AUTHORS: Sonia R Bentes; Rui Menezes ; Diana A Mendes ;
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
AUTHORS: Sonia R Bentes; Rui Menezes ; Diana A Mendes ;
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
