Rui Menezes

Identifiers

• name variant Rui Menezes 0.60 · backfill

Papers (8)

1. Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016 q-fin.ST · 2016 · author #1
2. Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks q-fin.ST · 2011 · author #1
3. Stock market volatility: An approach based on Tsallis entropy q-fin.ST · 2008 · author #2
4. Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets? q-fin.ST · 2007 · author #2
5. Entropy and Uncertainty Analysis in Financial Markets q-fin.ST · 2007 · author #2
6. Asymmetric Conditional Volatility in International Stock Markets physics.soc-ph · 2006 · author #2
7. On the integrated behaviour of non-stationary volatility in stock markets cond-mat.stat-mech · 2006 · author #2
8. An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market physics.soc-ph · 2005 · author #2

Mentions

• 1101.4093 #1 · backfill · confidence 0.70 Rui Menezes
• 0809.4570 #2 · backfill · confidence 0.70 Rui Menezes
• 0709.2178 #2 · backfill · confidence 0.70 Rui Menezes
• 0709.0668 #2 · backfill · confidence 0.70 Rui Menezes

Frequent Coauthors

• Diana A. Mendes 6 shared papers
• Andreia Dionisio 3 shared papers
• Sonia R. Bentes 2 shared papers
• Andreia Dioniso 1 shared papers
• Nuno B. Ferreira 1 shared papers
• Sonia Bentes 1 shared papers