Introducing Hurst exponent in pair trading
Ramos-Requena, J.P., Trinidad-Segovia, J.E., Sánchez-Granero, M.A.
Published in Physica A (15.12.2017)
Published in Physica A (15.12.2017)
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Journal Article
A novel approach to detect volatility clusters in financial time series
Trinidad Segovia, J.E., Fernández-Martínez, M., Sánchez-Granero, M.A.
Published in Physica A (01.12.2019)
Published in Physica A (01.12.2019)
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Journal Article
Testing the efficient market hypothesis in Latin American stock markets
Sánchez-Granero, M.A., Balladares, K.A., Ramos-Requena, J.P., Trinidad-Segovia, J.E.
Published in Physica A (15.02.2020)
Published in Physica A (15.02.2020)
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Journal Article
Some comments on Bitcoin market
Dimitrova, V, Fernández-Martínez, M, Sánchez-Granero, M.A, Trinidad Segovia, J.E
Published in PloS one (08.07.2019)
Published in PloS one (08.07.2019)
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Journal Article
Some comments on Bitcoin market (in)efficiency
Dimitrova, V, Fernández-Martínez, M, Sánchez-Granero, M A, Trinidad Segovia, J E
Published in PloS one (08.07.2019)
Published in PloS one (08.07.2019)
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Journal Article
Extending the Fama and French model with a long term memory factor
López-García, M.N., Trinidad-Segovia, J.E., Sánchez-Granero, M.A., Pouchkarev, I.
Published in European journal of operational research (01.06.2021)
Published in European journal of operational research (01.06.2021)
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Journal Article
A note on power-law cross-correlated processes
Fernández-Martínez, M., Sánchez-Granero, M.A., Casado Belmonte, M.P., Trinidad Segovia, J.E.
Published in Chaos, solitons and fractals (01.09.2020)
Published in Chaos, solitons and fractals (01.09.2020)
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Journal Article
Measuring the self-similarity exponent in Lévy stable processes of financial time series
Fernández-Martínez, M., Sánchez-Granero, M.A., Trinidad Segovia, J.E.
Published in Physica A (01.11.2013)
Published in Physica A (01.11.2013)
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Journal Article
Market Beta is not dead: An approach from Random Matrix Theory
Molero-González, L., Trinidad-Segovia, J.E., Sánchez-Granero, M.A., García-Medina, A.
Published in Finance research letters (01.07.2023)
Published in Finance research letters (01.07.2023)
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Journal Article
An accurate algorithm to calculate the Hurst exponent of self-similar processes
Fernández-Martínez, M., Sánchez-Granero, M.A., Trinidad Segovia, J.E., Román-Sánchez, I.M.
Published in Physics letters. A (27.06.2014)
Published in Physics letters. A (27.06.2014)
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Journal Article
Fractal dimension for fractal structures: Applications to the domain of words
Fernández-Martínez, M., Sánchez-Granero, M.A., Trinidad Segovia, J.E.
Published in Applied mathematics and computation (15.10.2012)
Published in Applied mathematics and computation (15.10.2012)
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Journal Article
A note on geometric method-based procedures to calculate the Hurst exponent
Trinidad Segovia, J.E., Fernández-Martínez, M., Sánchez-Granero, M.A.
Published in Physica A (15.03.2012)
Published in Physica A (15.03.2012)
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Journal Article
A model for determining efficient portfolio cropping plans in organic farming
Cruz Rambaud, S. E-mail:scruz@ual.es, Trinidad Segovia, J.E.(Universidad de Almería (España). Facultad de Ciencias Económicas y Empresariales), García García, C.B
Published in Spanish journal of agricultural research : SJAR
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Published in Spanish journal of agricultural research : SJAR
Journal Article
Making Copulas Under Uncertainty
Garcia Garcia, C., Herrerias Velasco, J.M., Trinidad Segovia, J.E.
Published in Distribution Models Theory (2006)
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Published in Distribution Models Theory (2006)
Book Chapter