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Rui Menezes
Rui Menezes
Prof. Catedrático, ISCTE-IUL
Verified email at iscte.pt
Title
Cited by
Cited by
Year
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
2352004
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
1362008
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, 161-164, 2006
1032006
Entropy-based independence test
A Dionísio, R Menezes, DA Mendes
Nonlinear Dynamics 44, 351-357, 2006
822006
Entropy: A new measure of stock market volatility?
SR Bentes, R Menezes
Journal of Physics: Conference Series 394 (1), 012033, 2012
632012
Price transmission in cross boundary supply chains
F Asche, R Menezes, JF Dias
Empirica 34, 477-489, 2007
452007
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
432001
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
402012
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
372015
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
332007
Canine and feline cutaneous mast cell tumor: a comprehensive review of treatments and outcomes
MT Oliveira, M Campos, L Lamego, D Magalhães, R Menezes, R Oliveira, ...
Topics in Companion Animal Medicine 41, 100472, 2020
302020
Organizational anomie, professional self-concept and organizational support perception: theoretical model evidences for management
A Fandiño, MA Souza, NS Formiga, R Menezes, SR Bentes
Organizational anomie, professional self-concept and organizational support …, 2015
282015
Entropy and uncertainty analysis in financial markets
A Dionisio, R Menezes, DA Mendes
arXiv preprint arXiv:0709.0668, 2007
272007
Self-similarity principle: the reduced description of randomness
R Nigmatullin, J Machado, R Menezes
Open Physics 11 (6), 724-739, 2013
262013
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
262007
Mutual Information: a dependence measure for nonlinear time series
A Dionísio, R Menezes, DA Mendes
Physica A: Statistical Mechanics and its Applications 344 (1-2), 326-329, 2003
202003
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
182005
Co-movements and asymmetric volatility in the Portuguese and US stock markets
R Menezes, NB Ferreira, D Mendes
Nonlinear Dynamics 44, 359-366, 2006
172006
Forecasting the Portuguese stock market time series by using artificial neural networks
M Isfan, R Menezes, DA Mendes
Journal of Physics: Conference Series 221 (1), 012017, 2010
162010
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
162002
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