Sónia Margarida Ricardo Bentes
AuthID: R-000-MRE
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TÃTULO: On the Conditional Behavior of Stock Market Volatility: A Sub-Sample Analysis Using the FIGARCH Approach for Developed and Emerging Markets Full Text
AUTORES: Bentes, SR;
PUBLICAÇÃO: 2016, FONTE: 8th Polish Symposium of Physics in Economy and Social Sciences (FENS) in ACTA PHYSICA POLONICA A, VOLUME: 129, NÚMERO: 5
AUTORES: Bentes, SR;
PUBLICAÇÃO: 2016, FONTE: 8th Polish Symposium of Physics in Economy and Social Sciences (FENS) in ACTA PHYSICA POLONICA A, VOLUME: 129, NÚMERO: 5
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TÃTULO: On the integration of financial markets: How strong is the evidence from five international stock markets? Full Text
AUTORES: Sonia R Bentes;
PUBLICAÇÃO: 2015, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 429
AUTORES: Sonia R Bentes;
PUBLICAÇÃO: 2015, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 429
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TÃTULO: A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility Full Text
AUTORES: Sonia R Bentes;
PUBLICAÇÃO: 2015, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 424
AUTORES: Sonia R Bentes;
PUBLICAÇÃO: 2015, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 424
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TÃTULO: Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence Full Text
AUTORES: Sonia R Bentes;
PUBLICAÇÃO: 2015, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 438
AUTORES: Sonia R Bentes;
PUBLICAÇÃO: 2015, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 438
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TÃTULO: Measuring persistence in stock market volatility using the FIGARCH approach
AUTORES: Bentes, SR;
PUBLICAÇÃO: 2014, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 408
AUTORES: Bentes, SR;
PUBLICAÇÃO: 2014, FONTE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 408
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TÃTULO: On the predictability of realized volatility using feasible GLS
AUTORES: Bentes, SR; Menezes, R;
PUBLICAÇÃO: 2013, FONTE: Journal of Asian Economics, VOLUME: 28
AUTORES: Bentes, SR; Menezes, R;
PUBLICAÇÃO: 2013, FONTE: Journal of Asian Economics, VOLUME: 28
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TÃTULO: Entropy: A new measure of stock market volatility?
AUTORES: Bentes, SR; Menezes, R ;
PUBLICAÇÃO: 2012, FONTE: 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, NÚMERO: 1
AUTORES: Bentes, SR; Menezes, R ;
PUBLICAÇÃO: 2012, FONTE: 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, NÚMERO: 1
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TÃTULO: Long memory and volatility clustering: Is the empirical evidence consistent across stock markets? Full Text
AUTORES: Sonia R Bentes; Rui Menezes ; Diana A Mendes ;
PUBLICAÇÃO: 2008, FONTE: 6th International Conference on Applications of Physics in Financial Analysis in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 387, NÚMERO: 15
AUTORES: Sonia R Bentes; Rui Menezes ; Diana A Mendes ;
PUBLICAÇÃO: 2008, FONTE: 6th International Conference on Applications of Physics in Financial Analysis in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 387, NÚMERO: 15
