Concepedia

Sónia R. Bentes

SR

14

Publications

450

Citations

13

H-Index

2008

Active since

Affiliations

Iscte – Instituto Universitário de Lisboa(Current)

Polytechnic Institute of Porto

Instituto Politécnico de Lisboa

Sónia R. Bentes is an author at Iscte – Instituto Universitário de Lisboa specializing in business, finance, and economics.

ORCID

Top concepts

Publications per year

2008–2023

14

Publications

14

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

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Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence

Sónia R. Bentes · Physica A Statistical Mechanics and its Applications · 2015 · 70 citations

, , +14

Entropy: A new measure of stock market volatility?

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

A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility

Sónia R. Bentes · Physica A Statistical Mechanics and its Applications · 2015 · 32 citations

, , +11

Measuring persistence in stock market volatility using the FIGARCH approach

Sónia R. Bentes · Physica A Statistical Mechanics and its Applications · 2014 · 30 citations

, , +10

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