Stock market efficiency: An intraday case of study about the G-20 group
GF Zebende, RMTS Dias, LC de Aguiar - Heliyon, 2022 - cell.com
Given the importance of the financial markets in the global context, data analysis and new
statistical approach are always welcome, especially if we are referring to G-20 group (the …
statistical approach are always welcome, especially if we are referring to G-20 group (the …
Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices
MM Ghazani, R Khosravi - Physica A: Statistical Mechanics and its …, 2020 - Elsevier
In this paper, we investigate the cross-correlations between three benchmark
cryptocurrencies (including Bitcoin, Ethereum and Ripple) and some of the well-known …
cryptocurrencies (including Bitcoin, Ethereum and Ripple) and some of the well-known …
DCCA cross-correlation analysis in time-series with removed parts
GF Zebende, AA Brito, AP Castro - Physica A: Statistical Mechanics and its …, 2020 - Elsevier
In this paper we analyze the effect of removing pieces in time-series with long range-
memory by DFA method and detrended cross-correlation coefficient. To achieve this …
memory by DFA method and detrended cross-correlation coefficient. To achieve this …
How Statistically Significant is the DMCA Coefficient?
EF Guedes - Fluctuation and Noise Letters, 2022 - World Scientific
In this paper, we proposed a statistical test for the Detrending Moving-Average Cross-
Correlation Coefficient (ρ DMCA). With this methodology, it is possible to evaluate the …
Correlation Coefficient (ρ DMCA). With this methodology, it is possible to evaluate the …
[PDF][PDF] The Impact of Covid-19 on the Securities and Equity Markets of Portugal and EDP: An Econophysics Approach
M Manuel, P Heliodoro, R Dias, P Alexandre - LIMEN 2020, 2020 - bib.irb.hr
The Efficient Market Hypothesis (EMH), is one of the most important hypotheses in the
financial economy, which argues that yields have no memory (correlation), which implies …
financial economy, which argues that yields have no memory (correlation), which implies …
O Impacto do Covid-19 nos Mercados de Ações e de Títulos de Portugal e da EDP: Uma Abordagem Econofísica
MJCJ Manuel - 2021 - comum.rcaap.pt
A pandemia COVID-19, registada a 30 de janeiro pela OMS como um problema de escala
global, que não só alterou a vida das pessoas, mas como também causou muitas mortes …
global, que não só alterou a vida das pessoas, mas como também causou muitas mortes …
EVIDENCE OF INTRADAY MULTIFRACTALITY IN BRIC STOCK MARKETS: AN ECONOPHYSICS APPROACH
R Dias, P Heliodoro, P Alexandre… - … Scientific Conference on …, 2020 - ceeol.com
The pandemic outbreak (Covid-19) has affected the global economy, and the impact on
financial markets seems inevitable. In view of these events, this essay intends to analyse the …
financial markets seems inevitable. In view of these events, this essay intends to analyse the …