User Publications

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	Paulo Vasconcelos José Matos José Abílio Matos N Lima
2022	Efficiency Drifts in Euronext Stock Indexes Returns	International Journal of Business \| 2022 \| article	Sílvio Gama José Abílio Matos LMP Gomes VJS Soares
2021	Effectiveness of Floating-Point Precision on the Numerical Approximation by Spectral Methods	Mathematical and Computational Applications \| 2021 \| article	Paulo Vasconcelos José Abílio Matos
2019	Component analysis in financial time series	CHAOS 2014 - Proceedings: 7th Chaotic Modeling and Simulation International Conference \| 2019 \| inproceedings	José Abílio Matos JM Salgado
2019	Persistence in the Bel-20 Index Returns: Spurious Long Memory Effect?	Education Excellence and Innovation Management Through Vision 2020 \| 2019 \| inproceedings	Sílvio Gama José Abílio Matos LMP Gomes VJS Soares
2018	Estimating and Testing Long Memory in Portuguese Stock Market Returns	Vision 2020: Sustainable Economic Development and Application of Innovation Management \| 2018 \| inproceedings	Sílvio Gama José Abílio Matos LMP Gomes VJS Soares
2018	Long-term memory in Euronext stock indexes returns: An econophysics approach	Business and Economic Horizons \| 2018 \| article	Sílvio Gama José Abílio Matos LMP Gomes VJS Soares
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	José Abílio Matos AJSC Pereira LJPF Neves RV Donner SM Barbosa SM Potirakis
2014	A Wavelet-Based Method to Measure Stock Market Development	Open Journal of Statistics - OJS \| 2014 \| article	Sílvio Gama José Abílio Matos AA Sharkasi HJ Ruskin M Crane
2011	A Study of Correlation and Entropy for Multiple Time Series	Nonlinear Science and Complexity \| 2011 \| inproceedings	Sílvio Gama José Abílio Matos A Al Sharkasi HJ Ruskin M Crane
2008	Time and scale Hurst exponent analysis for financial markets	Physica A-statistical Mechanics and Its Applications \| 2008 \| article	Sílvio Gama José Abílio Matos A Al Sharkasi HJ Ruskin M Crane
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	José Abílio Matos A Sharkasi HJ Ruskin M Crane
2004	An econophysics approach to the Portuguese Stock Index - PSI-20	Physica A-statistical Mechanics and Its Applications \| 2004 \| article	Sílvio Gama José Abílio Matos HJ Ruskin JAMS Duarte
1999	On a conservative lava flow automaton	International Journal of Modern Physics C \| 1999 \| article	José Abílio Matos JAMS Duarte
1997	Genetic and environmental factors regulating blood pressure in childhood: Prospective study from 0 to 3 years	Journal of Human Hypertension \| 1997 \| article	José Abílio Matos A Guerra A Pereira A Prata C Monteiro C Rego D Silva H Jardim L Breitenfeld M Bicho NT Santos