103 citations · 211 across the 8 of their papers we have counts for
Showing physics.soc-phShow all
2 papers · 1 filter
physics.soc-ph2006★ 20 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…
physics.soc-ph2005★ 61 cited
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
Andreia Dionisio, Rui Menezes, Diana A. Mendes
In recent years there has been a closer interrelationship between several scientific areas trying to obtain a more realistic and rich explanation of the natural and social phenomen…