JUAN EVANGELISTA TRINIDAD-SEGOVIA : Citation Profile

Universidad de Almería

4

H index

4

i10 index

116

Citations

RESEARCH PRODUCTION:

24

Articles

1

Chapters

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 6
   Journals where JUAN EVANGELISTA TRINIDAD-SEGOVIA has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 15 (11.45 %)

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   Permalink: http://citec.repec.org/ptr47
   Updated: 2025-03-22    RAS profile: 2025-01-27    
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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 JUAN EVANGELISTA TRINIDAD-SEGOVIA.

Is cited by:

Gil-Alana, Luis (3)

Miller, Stephen (2)

GUPTA, RANGAN (2)

Wadud, Sania (2)

Ślepaczuk, Robert (1)

Hoffmann, Andreas (1)

Tan, Pei Pei (1)

Saâdaoui, Foued (1)

Galagedera, Don (1)

ausloos, marcel (1)

Albrecht, Peter (1)

Cites to:

Krištoufek, Ladislav (36)

Dacorogna, Michel (23)

Vošvrda, Miloslav (23)

Weron, Rafał (13)

Lo, Andrew (13)

Zhou, Wei-Xing (12)

Engle, Robert (12)

Zin, Stanley (12)

Baruník, Jozef (10)

Fama, Eugene (9)

Farmer, J. (9)

Main data

Production by document typearticlechapter2005200620072008200920102011201220132014201520162017201820192020202120222023024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20052006200720082009201020112012201320142015201620172018201920202021202220230102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200920102011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20082009201020112012201320142015201620172018201920202021202220230204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents12345605025Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where JUAN EVANGELISTA TRINIDAD-SEGOVIA has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications6
Mathematics4
PLOS ONE3
European Journal of Operational Research3
Palgrave Communications2
Finance Research Letters2

Recent works citing JUAN EVANGELISTA TRINIDAD-SEGOVIA (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

Full description at Econpapers || Download paper

2024Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth. (2024). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11017.

Full description at Econpapers || Download paper

2024Investigation of multivariate pairs trading under copula approach with mixture distribution. (2024). Soleymani, Fazlollah ; Yarahmadi, Ali ; He, Fuli. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:472:y:2024:i:c:s0096300324001073.

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2024Exploring market efficiency levels: A powerful approach based on a gamma distribution. (2024). Hajizadeh, Ehsan ; Askari, Abolfazl. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400761x.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2025Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003416.

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2025Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets. (2025). Kristjanpoller, Werner ; Tabak, Benjamin Miranda. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00698-0.

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2025Qualitative financial modelling in fractal dimensions. (2025). Anukool, Waranont ; El-Nabulsi, Rami Ahmad. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00723-2.

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Works by JUAN EVANGELISTA TRINIDAD-SEGOVIA:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020A note on power-law cross-correlated processes In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2005Theory of portfolios: New considerations on classic models and the Capital Market Line In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2009Markowitzs model with Euclidean vector spaces In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2021Extending the Fama and French model with a long term memory factor In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2023A new look at financial markets efficiency from linear response theory In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2023Market Beta is not dead: An approach from Random Matrix Theory In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2008Some comments on Hurst exponent and the long memory processes on capital markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article44
2012A note on geometric method-based procedures to calculate the Hurst exponent In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2013Measuring the self-similarity exponent in Lévy stable processes of financial time series In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2017Introducing Hurst exponent in pair trading In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2019A novel approach to detect volatility clusters in financial time series In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2020Testing the efficient market hypothesis in Latin American stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
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[Full Text][Citation analysis]		article0
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[Full Text][Citation analysis]		article3
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[Full Text][Citation analysis]		article1
2020Exploring Arbitrage Strategies in Corporate Social Responsibility Companies In: Sustainability.
[Full Text][Citation analysis]		article2
2021A Cooperative Dynamic Approach to Pairs Trading In: Complexity.
[Full Text][Citation analysis]		article0
2022The impact of regulation-based constraints on portfolio selection: The Spanish case In: Palgrave Communications.
[Full Text][Citation analysis]		article1
2022Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case In: Palgrave Communications.
[Full Text][Citation analysis]		article1
2015The Effect of the Underlying Distribution in Hurst Exponent Estimation In: PLOS ONE.
[Full Text][Citation analysis]		article0
2017A model for foreign exchange markets based on glassy Brownian systems In: PLOS ONE.
[Full Text][Citation analysis]		article0
2019Some comments on Bitcoin market (in)efficiency In: PLOS ONE.
[Full Text][Citation analysis]		article13
2022Improvement in Hurst exponent estimation and its application to financial markets In: Financial Innovation.
[Full Text][Citation analysis]		article1
2006MAKING COPULAS UNDER UNCERTAINTY In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team