Paulo Ferreira

Economics and Econometrics · with Kristoufek · 2020

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 35 citations into it
• Information Systems — 18 citations into it
• Finance — 10 citations into it

Whom Paulo Ferreira trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ladislav Kristoufek
2. Gilney F. Zebende
3. Aurelio Fernández Bariviera

Papers from Paulo Ferreira's perspective

Ordered by how strongly the researchers Paulo Ferreira trusts endorse each paper. Same corpus, a different order for every researcher.

1. BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (Scientific Reports)
2. Generalized autoregressive conditional heteroskedasticity
3. Multifractal detrended cross-correlation analysis for two nonstationary signals. (Physical review. E, Statistical, nonlinear, and soft matter physics)
4. Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis
5. Cross-correlations between volume change and price change (Proceedings of the National Academy of Sciences of the United States of America)
6. Dynamic Conditional Correlation
7. MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
8. A new approach to quantify power-law cross-correlation and its application to commodity markets
9. Multifractal detrended cross-correlation analysis of temporal and spatial seismic data
10. Time-dependent Hurst exponent in financial time series

Their papers

• DCCA and DMCA correlations of cryptocurrency markets (2020) — 57 citations