On Fourier Series in the Context of Jacobi Matrices

Axioms

2024 | journal-article

Efficiency Drifts in Euronext Stock Indexes Returns

International Journal of Business

2022 | journal-article

A Time-Splitting Tau Method for PDE's: A Contribution for the Spectral Tau Toolbox Library

MATHEMATICS IN COMPUTER SCIENCE

2022 | journal-article

Effectiveness of Floating-Point Precision on the Numerical Approximation by Spectral Methods

Mathematical and Computational Applications

2021 | journal-article

Component analysis in financial time series

CHAOS 2014 - Proceedings: 7th Chaotic Modeling and Simulation International Conference

2019 | conference-paper

Persistence in the Bel-20 Index Returns: Spurious Long Memory Effect?

EDUCATION EXCELLENCE AND INNOVATION MANAGEMENT THROUGH VISION 2020

2019 | conference-paper

Variable precision to ensure high accuracy in spectral methods

2019 | book

Long-term memory in Euronext stock indexes returns: an econophysics approach

Business and Economic Horizons

2018 | journal-article

Estimating and testing long memory in Portuguese stock market returns

Proceedings of the 32nd International Business Information Management Association Conference, IBIMA 2018 - Vision 2020: Sustainable Economic Development and Application of Innovation Management from Regional expansion to Global Growth

2018 | conference-paper

A Stochastic Diffusion Process Based On The Two-Parameters Weibull Density Function

Zenodo

2016 | journal-article

Intrinsic vs. spurious long-range memory in high-frequency records of environmental radioactivity Critical re-assessment and application to indoor Rn-222 concentrations from Coimbra, Portugal

European Physical Journal-Special Topics

2015 | journal-article

A Wavelet-Based Method to Measure Stock Market Development

Open Journal of Statistics - OJS

2014 | journal-article

A Study of Correlation and Entropy for Multiple Time Series

Nonlinear Science and Complexity

2011 | other

Multivariate entropy measures applied to time series analysis

Perspectives on Econophysics, Proc. of the Workshop Perspectives on Econophysics

2010 | book-chapter

Time and scale Hurst exponent analysis for financial markets

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

2008 | journal-article

Correlation of worldwide markets' entropies

Perspectives on Econophysics, Proceedings of the Workshop

2006 | book-chapter

The reaction of stock markets to crashes and events: A comparison study between emerging and mature markets using wavelet transforms

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

2006 | journal-article

An econophysics approach to the Portuguese Stock Index - PSI-20

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

2004 | journal-article

On a conservative lava flow automaton

INTERNATIONAL JOURNAL OF MODERN PHYSICS C

1999 | journal-article

Genetic and environmental factors regulating blood pressure in childhood: Prospective study from 0 to 3 years

JOURNAL OF HUMAN HYPERTENSION

1997 | journal-article