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researcher

Rui Menezes

6 papers hereh-index 16905 citations104 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author5

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.ST4
  • cond-mat.stat-mech1
  • physics.soc-ph1

identity via Semantic Scholar / OpenAlex

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
Showing 2008Show all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.