Rui Menezes
Rui Menezes
Prof. Catedrático, ISCTE-IUL
Email confirmado em iscte.pt
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Mutual information: a measure of dependency for nonlinear time series
A Dionisio, R Menezes, DA Mendes
Physica A: Statistical Mechanics and its Applications 344 (1-2), 326-329, 2004
1782004
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?
SR Bentes, R Menezes, DA Mendes
Physica A: Statistical Mechanics and its Applications 387 (15), 3826-3830, 2008
982008
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
A Dionisio, R Menezes, DA Mendes
The European Physical Journal B-Condensed Matter and Complex Systems 50 (1-2 …, 2006
722006
Entropy-based independence test
A Dionísio, R Menezes, DA Mendes
Nonlinear Dynamics 44 (1-4), 351-357, 2006
702006
Price transmission in cross boundary supply chains
F Asche, R Menezes, JF Dias
Empirica 34 (5), 477-489, 2007
422007
A saga do ‘fiel amigo’: as indústrias portuguesas do bacalhau
JF Dias, JC Filipe, F Guia, R Menezes, V Guerreiro
Global Economics and Management 1, 1-11, 2001
362001
Entropy: A new measure of stock market volatility?
SR Bentes, R Menezes
Journal of Physics: Conference Series 394 (1), 012033, 2012
332012
On the integrated behaviour of non-stationary volatility in stock markets
A Dionisio, R Menezes, DA Mendes
Physica A: Statistical Mechanics and its Applications 382 (1), 58-65, 2007
282007
Asymmetric conditional volatility in international stock markets
NB Ferreira, R Menezes, DA Mendes
Physica A: Statistical Mechanics and its Applications 382 (1), 73-80, 2007
232007
On the globalization of stock markets: an application of vector error correction model, mutual information and singular spectrum analysis to the G7 countries
R Menezes, A Dionísio, H Hassani
The Quarterly Review of Economics and Finance 52 (4), 369-384, 2012
222012
Self-similarity principle: the reduced description of randomness
R Nigmatullin, J Machado, R Menezes
Open Physics 11 (6), 724-739, 2013
212013
Vertical relationships in the value chain: an analysis based on price information for cod and salmon in Europe
F Asche, J Hartmann, A Fofana, S Jaffry, R Menezes
SNF/Centre for Fisheries Economics, 2002
202002
Entropy and uncertainty analysis in financial markets
A Dionisio, R Menezes, DA Mendes
arXiv preprint arXiv:0709.0668, 2007
182007
Equações com Diferenças–Aplicações em problemas de Finanças, Economia
MAM Ferreira, R Menezes
Sociologia e Antropologia. Sílabo. Lisboa, 1992
161992
Uncertainty analysis in financial markets: can entropy be a solution
A Dionísio, R Menezes, DA Mendes
Proceedings of the 10th Annual Workshop on Economic Heterogeneous …, 2005
152005
Eletrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues
AM Souza, FM Souza, N Ferreira, R Menezes
Revista Gestão da Produção Operações e Sistemas, 23, 2011
132011
Co-movements and asymmetric volatility in the Portuguese and US stock markets
R Menezes, NB Ferreira, D Mendes
Nonlinear Dynamics 44 (1-4), 359-366, 2006
132006
Organizational social capital Scale based on Nahapiet and Ghosal model: development and validation
AM Fandiño, C Marques, R Menezes, SR Bentes
Organizational social capital Scale based on Nahapiet and Ghosal model …, 2015
122015
Avaliação do processo de ensino: uma abordagem multivariada
TM Marchesan, AM Souza, R Menezes
Production 21 (2), 271-283, 2011
122011
Asymmetric price transmission within the Portuguese stock market
R Menezes, A Dionisio, DA Mendes
Physica A: Statistical Mechanics and its Applications 344 (1-2), 312-316, 2004
122004
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