Andreia Dionisio : Citation Profile


Are you Andreia Dionisio?

Universidade de Évora (50% share)
Universidade de Évora (50% share)

5

H index

3

i10 index

65

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   9 years (2003 - 2012). See details.
   Cites by year: 7
   Journals where Andreia Dionisio has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 1 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi152
   Updated: 2019-08-17    RAS profile: 2012-12-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreia Dionisio.

Is cited by:

Ferreira, Paulo (8)

Brandouy, Olivier (5)

Yoon, Seong-Min (4)

Bougherara, Douadia (3)

Piet, Laurent (3)

Hassani, Hossein (2)

Gómez, David (2)

Menezes, Rui (2)

Torgler, Benno (2)

Krištoufek, Ladislav (1)

Siriopoulos, Costas (1)

Cites to:

Maasoumi, Esfandiar (4)

Maasoumi, Esfandiar (4)

Noorbakhsh, Farhad (4)

Racine, Jeffrey (4)

Wakker, Peter (3)

Abdellaoui, Mohammed (3)

Golan, Amos (3)

Paldam, Martin (2)

Granger, Clive (2)

Skott, Peter (2)

masulis, ronald (1)

Main data


Where Andreia Dionisio has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications4

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
Econometrics / University Library of Munich, Germany2

Recent works citing Andreia Dionisio (2018 and 2017)


YearTitle of citing document
2019Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2018). Barbi, A Q ; Prataviera, G A. In: Papers. RePEc:arx:papers:1711.06185.

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2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

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2019Financial Portfolios based on Tsallis Relative Entropy as the Risk Measure. (2019). Devi, Sandhya. In: Papers. RePEc:arx:papers:1901.04945.

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2018ESTIMACIÓN DE LA MIGRACIÓN DE VOTANTES Y UBICACIÓN DE COALICIONES POLÍTICAS USANDO MÁXIMA ENTROPÍA GENERALIZADA. EVIDENCIA EN CHILE (2001-2013). (2018). Sepulveda, Ricardo Troncoso ; Bengoechea, Claudio Pares. In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:016985.

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2018Estimación de la migración de votantes y ubicación de coaliciones políticas usando máxima entropía generalziada. Evidencia en Chile (2001-2013). (2018). Sepulveda, Ricardo Troncoso ; Bengoechea, Claudio Pares. In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:017001.

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2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions. (2017). Krištoufek, Ladislav ; Ferreira, Paulo ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:554-566.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Efficiency or speculation? A time-varying analysis of European sovereign debt. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1295-1308.

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2018A sliding windows approach to analyse the evolution of bank shares in the European Union. (2018). Ferreira, Paulo ; Guedes, Everaldo Freitas ; Dionisio, Andreia ; Zebende, Gilney Figueira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1355-1367.

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2018Analysis of crude oil markets with improved multiscale weighted permutation entropy. (2018). Niu, Hongli ; Liu, Cheng ; Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:389-402.

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2018The mutual information based minimum spanning tree to detect and evaluate dependencies between aero-engine gas path system variables. (2018). Dong, Keqiang ; Gao, You ; Zhang, Hong ; Long, Linan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:248-253.

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2018Behavioral portfolio selection and optimization: an application to international stocks. (2018). simo -Kengne, Beatrice D ; Koumba, UR ; Ababio, Kofi A ; Simo-Kengne, Beatrice D. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0313-8.

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2017Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034.

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Works by Andreia Dionisio:


YearTitleTypeCited
2007Utility function estimation: the entropy approach In: Papers.
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2008Utility function estimation: The entropy approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 0
article
2007Entropy and Uncertainty Analysis in Financial Markets In: Papers.
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paper4
2006On the integrated behaviour of non-stationary volatility in stock markets In: Papers.
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paper7
2007On the integrated behaviour of non-stationary volatility in stock markets.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 7
article
2005An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market In: Papers.
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paper12
2006An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market.(2006) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has another version. Agregated cites: 12
article
2008Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers.
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paper1
2009Consumer Confidence in Portugal - What does it really matter? In: CEFAGE-UE Working Papers.
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paper0
2010GME versus OLS - Which is the best to estimate utility functions? In: CEFAGE-UE Working Papers.
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paper1
2010On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers.
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paper3
2012An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers.
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paper0
2007NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 In: Applied Econometrics and International Development.
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article0
2012The impact of CAP policy in farmers behavior – A modeling approach using the Cumulative Prospect Theory In: Journal of Policy Modeling.
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article5
2004Asymmetric price transmission within the Portuguese stock market In: Physica A: Statistical Mechanics and its Applications.
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article3
2004Mutual information: a measure of dependency for nonlinear time series In: Physica A: Statistical Mechanics and its Applications.
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article10
2008THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper.
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paper0
2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
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article11
2003Mutual information: a dependence measure for nonlinear time series In: Econometrics.
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paper8
2004Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors In: Econometrics.
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paper0

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