Rui Menezes

Smooth Transition Regression models: Theory and Applications in JMulti
20200 citationsauthor #1
How macroeconomic variables affect admission and dismissal in the Brazilian electro-electronic sector: A VAR-based model and cluster analysis
202018 citationsauthor #3
Investigating detrended fluctuation analysis with structural breaks
20192 citationsauthor #1
Organizational social capital, resilience and innovation validation of a theoretical model for specialized workers
201921 citationsauthor #3
Fairness evaluation method of resource allocation based on BPSO multidimensional perspective
20194 citationsauthor #2
An entropy approach to financial volatility: Evidence from the G7 countries
20160 citationsauthor #2
Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016
20160 citationsauthor #1
Estimating a Customer Churn model in the ADSL Industry in Portugal: The Use of a Semi-Markov Model
20160 citationsauthor #2
Is stock market volatility asymmetric? New evidence under the last financial crisis
20160 citationsauthor #2
Organizational social capital Scale based on Nahapiet and Ghosal model: development and validation
201522 citationsauthor #3
Risk assessment and stock market volatility in the Eurozone: 1986-2014
20152 citationsauthor #1
Organizational Anomie, Professional Self-Concept and Organizational Support Perception: Theoretical Model Evidences for Management
201511 citationsauthor #4
Gold prices and equity market crises: how accurate are the forecasts from a nonlinear model?
20150 citationsauthor #3
Market integration and globalization of financial markets: Evidence from Portugal, Spain, UK, Japan and US.
20140 citationsauthor #1
Structural breaks and cointegration analysis in the EU strongest markets
20140 citationsauthor #2
Stock market volatility changes in Europe: 1989-2014
20140 citationsauthor #1
Innovation Management vs Fractal Infinite Paths Integral: How to overstep, financial controls and constructivist economic point of view
20140 citationsauthor #3
Globalization, Regime-Switching, and EU Stock Markets: the Impact of the Sovereign Debt Crises
20141 citationsauthor #2
Risk/return optimization in a global financialmarket system: interest rates vs. stock market returns
20140 citationsauthor #1
Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis
20140 citationsauthor #2
Market integration and the globalization of financial markets: Evidence from five countries
20140 citationsauthor #1
Cointegration and Structural Breaks in the EU Sovereign Debt Crisis
20142 citationsauthor #2
Innovation management from fractal infinite paths integral point of view
20143 citationsauthor #3
Globalization and Granger Causality in International Stock Markets
20134 citationsauthor #1
Mental Budgeting and the Management of Household Finance in Kastoria City (Greece)
20131 citationsauthor #3
A Semi-Markov Model of Customer Lifetime in the Portuguese Fixed Telecommunications Industry
20130 citationsauthor #2
Fundamentals of multiple events duration models
20130 citationsauthor #2
On the asymmetric behaviour of stock market volatility: evidence from three countries
20137 citationsauthor #2
Estimating Customer Churn in the ADSL Industry in Portugal - An Application of Continuous Duration Models
20130 citationsauthor #2
Self-similarity principle: the reduced description of randomness
201324 citationsauthor #3
On the predictability of realized volatility using feasible GLS
20139 citationsauthor #2
A FIGARCH APPROACH TO STOCK MARKET VOLATILITY: EVIDENCE FROM PORTUGAL, IRELAND, ITALY, GREECE AND SPAIN
20131 citationsauthor #3
Cointegration and structural breaks in the PIIGS economies
20131 citationsauthor #2
Structural breaks and cointegration analysis in the EU developed markets
20133 citationsauthor #2
On the long memory property of stock market volatility: an overview
20120 citationsauthor #2
The Dynamics of International Stock Markets: is there an integrated worldwide market for financial stock assets?
20120 citationsauthor #1
Interest Rate Changes and Stock Market Volatility: Recent Evidence from Europe
20120 citationsauthor #1
Eletrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues
20126 citationsauthor #4
Entropy: A new measure of stock market volatility?
201255 citationsauthor #2
EU severe debt crisis: strengthened links between interest rates and stock market returns
20120 citationsauthor #2
On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility
20123 citationsauthor #2
Procedure to Evaluate Multivariate Statistical Process Control using ARIMA-ARCH Models(Theory and Methodology)
20129 citationsauthor #3
On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
201230 citationsauthor #1
Industrial electrical energy supply to Rio Grande do Sul, Brazil, through forecast combination
20110 citationsauthor #3
Dynamic modeling of asymmetric signals in financial markets
20110 citationsauthor #1
Globalization and long-run co-movements in the stock market for the G7: An application of VECM under structural breaks
20117 citationsauthor #1
On the use of continuous duration models to predict customer churn in the ADSL industry in Portugal
20110 citationsauthor #2
Persistence and cointegration in the global stock market: empirical evidence from Europe
20110 citationsauthor #1
DETECTING CUSTOMER DEFECTIONS: AN APPLICATION OF CONTINUOUS DURATION MODELS
20115 citationsauthor #2
The behavior among the major stock exchanges in the world and the Brazilian BOVESPA index
20110 citationsauthor #4
Analysis of equilibrium in industrial variables through Error Correction Models
20111 citationsauthor #3
Regime-Switching Modelling of Globalization Analysis in the Context of Stock Markets under Sovereign Debt Crisis
20110 citationsauthor #2
Do interest rate changes affect stock market volatility?: the European Union experience
20110 citationsauthor #1
Asymmetric transmission of long-run volatility in the stock market
20110 citationsauthor #2
Evaluation of the productive process by means of control charts in the presence of volatility
20100 citationsauthor #3
The Duration of the Customer Relationship with Fixed Telecommunications Service Providers In Portugal using Survival Analysis
20100 citationsauthor #2
Customer management by using duration models
20100 citationsauthor #2
Determinants of Customer Churn in the Fixed Telecommunications Industry in Portugal: An Application of a Logit Model
20100 citationsauthor #1
The duration of the costumer relationship with fixed telecommunications service providers in Portugal
20100 citationsauthor #2
An empirical investigation of the factors that influence the customer churn in the Portuguese fixed telecommunications industry: a survival analysis application
20105 citationsauthor #2
Symbolic Shadowing and the Computation of Entropy for Observed Time Series
20100 citationsauthor #4
On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?
20105 citationsauthor #1
An alternative method for the evaluation of a multivariate productive process in the presence of volatility
20101 citationsauthor #2
An essay on mutual information and stock market globalization: evidence from the G7 countries
20100 citationsauthor #1
Applying Survival Analysis on Customer Churn Management
20100 citationsauthor #2
Forecasting the portuguese stock market time series by using artificial neural networks
20107 citationsauthor #2
Mutual Information as a Nonlinear Tool for Analyzing Stock Market Globalization
20101 citationsauthor #2
Evaluation of volatility in industrial processes through ACP-GARCH models
20100 citationsauthor #2
Entropic measures in nonlinear dynamics
20093 citationsauthor #2
Unemployment duration among young graduate job seekers
20090 citationsauthor #1
A Logit Model of Customer Churn as a Way to Improve the Customer Retention Strategy in the Fixed Telecommunications Industry in Portugal
20092 citationsauthor #1
Duration Models of Independent Competing Risks: An Application to the Customer Churn
20090 citationsauthor #2
Predicting the Customer Lifetime in the Portuguese Fixed Telecommunications Industry An Application of Survival Analysis Modelling
20090 citationsauthor #2
Analysing the Customer Churn Risk using Duration Models
20090 citationsauthor #2
Regime-Switching modelling of globalization analysis in International stock markets
20090 citationsauthor #2
Parametric Estimation of the Customer Churn Risk
20090 citationsauthor #2
Modeling Customer Churn: An Application of Duration Models
20093 citationsauthor #2
Modelling Customer Lifetime in a Contractual Setting Using Duration Models: The Case of the Portuguese Fixed Telecommunications Industry
20090 citationsauthor #2
On the Use of Survival Analysis to Improve Customer Management
20090 citationsauthor #2
Customer churn management by using continuous survival analysis
20090 citationsauthor #2
Stock market volatility: An approach based on Tsallis entropy
20081 citationsauthor #2
Is price transmission symmetrical over transnational value chains for codfish products
20081 citationsauthor #1
PRICE TRANSMISSION AND THE GLOBALIZATION OF STOCK MARKETS: EVIDENCE FROM FIVE COUNTRIES
20070 citationsauthor #1
Entropy and Uncertainty Analysis in Financial Markets
200717 citationsauthor #2
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?
2007101 citationsauthor #2
Price transmission in cross boundary supply chains
200738 citationsauthor #2
Entropy-Based Independence Test
200662 citationsauthor #2
On the integrated behaviour of non-stationary volatility in stock markets
200625 citationsauthor #2
Asymmetric Conditional Volatility in International Stock Markets
200619 citationsauthor #2
Systems dynamics and time series analysis. Two approaches for a convergent answer
20060 citationsauthor #2
Co-Movements and Asymmetric Volatility in the Portuguese and U.S. Stock Markets
200616 citationsauthor #1
D ec 2 00 6 Asymmetric Conditional Volatility in International Stock Markets
20060 citationsauthor #2
1. ANALYSIS OF THE RELATIONSHIP BETWEEN STOCK MARKET PRICES AND MACROECONOMIC AND FINANCIAL FACTORS: A LINEAR APPROACH
20051 citationsauthor #2
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
200578 citationsauthor #2
Linear and Nonlinear Dependence Models of Stock Market Returns
20052 citationsauthor #3
Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors
20042 citationsauthor #2
Mutual information: a measure of dependency for nonlinear time series
2004205 citationsauthor #2
Asymmetric price transmission within the Portuguese stock market
200410 citationsauthor #1
Mutual information: a dependence measure for nonlinear time series
200320 citationsauthor #2
Price transmission in cross boundary value chains
20031 citationsauthor #2

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