Miguel Angel Sanchez Granero
Universidad de Almería
H-index: 22
Europe-Spain
Top articles of Miguel Angel Sanchez Granero
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Riemann Integral on Fractal Structures | Mathematics | José Fulgencio Gálvez-Rodríguez Cristina Martín-Aguado Miguel Ángel Sánchez-Granero | 2024/1/17 |
Market Beta is not dead: An approach from Random Matrix Theory | Finance Research Letters | L Molero-González JE Trinidad-Segovia MA Sánchez-Granero A García-Medina | 2023/7/1 |
A new look at financial markets efficiency from linear response theory | Finance Research Letters | Antonio M Puertas Joaquim Clara-Rahola Miguel A Sánchez-Granero F Javier de Las Nieves Juan E Trinidad-Segovia | 2023/1/1 |
Two dimensional searching paths exhibit fractal distribution that change with food availability (Normalized Difference Infrared Index, NDII) | Ecological Indicators | Concepción L Alados Miguel A Sanchez-Granero Paz Errea Miguel Castillo-García Yolanda Pueyo | 2022/6/1 |
Constructing a linearly ordered topological space from a fractal structure: a probabilistic approach | Mathematics | José Fulgencio Gálvez-Rodríguez Miguel Ángel Sánchez-Granero | 2022/11/30 |
Improvement in Hurst exponent estimation and its application to financial markets | Financial Innovation | A Gómez-Águila JE Trinidad-Segovia MA Sánchez-Granero | 2022/9/26 |
The impact of regulation-based constraints on portfolio selection: The Spanish case | Humanities and Social Sciences Communications | E Grizickas Sapkute MA Sánchez-Granero López García JE Trinidad Segovia | 2022/9/14 |
Volatility Co-Movement in Stock Markets. Mathematics 2021, 9, 598 | MN López-García MA Sánchez-Granero JE Trinidad-Segovia AM Puertas FJ De las Nieves | 2021 | |
Extending the Fama and French model with a long term memory factor | European Journal of Operational Research | María Nieves López-García JE Trinidad-Segovia MA Sánchez-Granero Igor Pouchkarev | 2021/6/1 |
Volatility Co-movement in stock markets | Mathematics | María Nieves López-García Miguel Angel Sánchez-Granero Juan Evangelista Trinidad-Segovia Antonio Manuel Puertas Francisco Javier De las Nieves | 2021/3/11 |
Linear response theory in stock markets | Scientific Reports | Antonio M Puertas Juan E Trinidad-Segovia Miguel A Sánchez-Granero Joaquim Clara-Rahora F Javier de Las Nieves | 2021/11/29 |
Quantitative Methods for Economics and Finance | Juan Evangelista Trinidad-Segovia Miguel Ángel Sánchez-Granero | 2021/2/12 | |
A theoretical framework for the TTA algorithm | Physica A: Statistical Mechanics and its Applications | A Gómez-Águila MA Sánchez-Granero | 2021/11/15 |
Statistical arbitrage in emerging markets: a global test of efficiency | Mathematics | Karen Balladares José Pedro Ramos-Requena Juan Evangelista Trinidad-Segovia Miguel Angel Sánchez-Granero | 2021/1/18 |
A cooperative dynamic approach to pairs trading | Complexity | JP Ramos-Requena María Nieves López-García MA Sánchez-Granero JE Trinidad-Segovia | 2021/10/13 |
Equivalence between distribution functions and probability measures on a LOTS | Filomat | José Fulgencio Gálvez-Rodríguez Miguel Ángel Sánchez-Granero | 2021 |
Distribution functions and probability measures on linearly ordered topological spaces | TEMat monográficos | José F Gálvez-Rodríguez Miguel A Sánchez-Granero | 2021/8/28 |
A novel methodology to calculate the probability of volatility clusters in financial series: an application to cryptocurrency markets | Mathematics | Venelina Nikolova Juan E Trinidad Segovia Manuel Fernández-Martínez Miguel Angel Sánchez-Granero | 2020/7/24 |
Testing the efficient market hypothesis in Latin American stock markets | Physica A: Statistical Mechanics and its Applications | MA Sánchez-Granero Karen A Balladares JP Ramos-Requena JE Trinidad-Segovia | 2020/2/15 |
Generating a probability measure from a fractal structure | Results in Mathematics | JF Gálvez-Rodríguez MA Sánchez-Granero | 2020/9 |
Co-Authors
