Concepedia

Rui Menezes

RM

16

Publications

695

Citations

13

H-Index

2002

Active since

Affiliations

Iscte – Instituto Universitário de Lisboa(Current)

University of Évora

Rui Menezes is an author at Iscte – Instituto Universitário de Lisboa specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingVolatility ModelingStatisticsFinancial EconomicsEntropyEngineeringGlobal Finance

Publications per year

2002–2020

16

Publications

16

Mutual information: a measure of dependency for nonlinear time series

Andreia Dionísio, Rui Menezes, Diana Mendes · Physica A Statistical Mechanics and its Applications · 2004 · 207 citations

Statistical Signal Processing, Engineering, Information Theory +6

Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?

Sónia R. Bentes, Rui Menezes, Diana Mendes · Physica A Statistical Mechanics and its Applications · 2008 · 98 citations · Full text

Volatility Modeling, Financial Economics, Asset Pricing +7

An econophysics approach to analyse uncertainty in financial markets:an application to the Portuguese stock market

Andreia Dionísio, Rui Menezes, Diana Mendes · The European Physical Journal B · 2006 · 61 citations · Full text

Entropy-Based Independence Test

Andreia Dionísio, Rui Menezes, Diana Mendes · Nonlinear Dynamics · 2006 · 57 citations

Entropy-based Independence Test, Engineering, Information Theory +6

Entropy: A new measure of stock market volatility?

Sónia R. Bentes, Rui Menezes · Journal of Physics Conference Series · 2012 · 48 citations · Full text

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