José Abílio Matos
Faculdade de Economia da Universidade do Porto
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| 2022 | A Time-Splitting Tau Method for PDE's: a Contribution for the Spectral Tau Toolbox Library |
Mathematics in Computer Science | 2022 | article | ||
| 2022 | Efficiency Drifts in Euronext Stock Indexes Returns |
International Journal of Business | 2022 | article | ||
| 2021 | Effectiveness of Floating-Point Precision on the Numerical Approximation by Spectral Methods |
Mathematical and Computational Applications | 2021 | article | ||
| 2019 | Component analysis in financial time series |
CHAOS 2014 - Proceedings: 7th Chaotic Modeling and Simulation International Conference | 2019 | inproceedings | ||
| 2019 | Persistence in the Bel-20 Index Returns: Spurious Long Memory Effect? |
Education Excellence and Innovation Management Through Vision 2020 | 2019 | inproceedings | ||
| 2018 | 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 | inproceedings | ||
| 2018 | Long-term memory in Euronext stock indexes returns: An econophysics approach |
Business and Economic Horizons | 2018 | article | ||
| 2015 | 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 | article | ||
| 2014 | A Wavelet-Based Method to Measure Stock Market Development |
Open Journal of Statistics - OJS | 2014 | article | ||
| 2011 | A Study of Correlation and Entropy for Multiple Time Series |
Nonlinear Science and Complexity | 2011 | inproceedings | ||
| 2008 | Time and scale Hurst exponent analysis for financial markets |
Physica A-statistical Mechanics and Its Applications | 2008 | article | ||
| 2006 | 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 | article | ||
| 2004 | An econophysics approach to the Portuguese Stock Index - PSI-20 |
Physica A-statistical Mechanics and Its Applications | 2004 | article | ||
| 1999 | On a conservative lava flow automaton |
International Journal of Modern Physics C | 1999 | article | ||
| 1997 | Genetic and environmental factors regulating blood pressure in childhood: Prospective study from 0 to 3 years |
Journal of Human Hypertension | 1997 | article |