103 citations · 218 across the 11 of their papers we have counts for
11 papers
Chaos synchronization: a review
Rosario D. Laureano, Diana A. Mendes, Manuel Alberto M. Ferreira
This article provides a self-contained comprehensive review of the phenomenon of synchronization in dynamical systems, with a particular focus on chaotic systems in both continuous…
Stock market volatility: An approach based on Tsallis entropy
Sonia R. Bentes, Rui Menezes, Diana A. Mendes
One of the major issues studied in finance that has always intrigued, both scholars and practitioners, and to which no unified theory has yet been discovered, is the reason why pri…
Entropy and Uncertainty Analysis in Financial Markets
Andreia Dionisio, Rui Menezes, Diana A. Mendes
The investor is interested in the expected return and he is also concerned about the risk and the uncertainty assumed by the investment. One of the most popular concepts used to me…
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?
Sonia R. Bentes, Rui Menezes, Diana A. Mendes
Long memory and volatility clustering are two stylized facts frequently related to financial markets. Traditionally, these phenomena have been studied based on conditionally hetero…
Symbolic Dynamics in a Matching Labour Market Model
Diana A. Mendes, Vivaldo M. Mendes, J. Sousa Ramos
In this paper we apply the techniques of symbolic dynamics to the analysis of a labor market which shows large volatility in employment flows. In a recent paper, Bhattacharya and B…
On the integrated behaviour of non-stationary volatility in stock markets
Andreia Dionisio, Rui Menezes, Diana A. Mendes
This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (Fran…