activity
20062011
most citedLong Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?

103 citations · 150 across the 6 of their papers we have counts for

collaborators

6 papers

q-fin.ST2011

Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks

Rui Menezes, Andreia Dioniso

This paper analyzes the process of long-run co-movements and stock market globalization on the basis of cointegration tests and vector error correction (VEC) models. The cointegrat…

q-fin.ST2008

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…

q-fin.ST20076 cited

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…

q-fin.ST2007103 cited

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…

cond-mat.stat-mech200621 cited

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…

physics.soc-ph200620 cited

Asymmetric Conditional Volatility in International Stock Markets

Nuno B. Ferreira, Rui Menezes, Diana A. Mendes

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothe…