Ramos Requena, José Pedro Author

Introducing Hurst exponent in pair trading

  • Ramos-Requena J.
  • Trinidad-Segovia J.
  • Sánchez-Granero M.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 15/12/2017

10.1016/j.physa.2017.06.032

Cite count: 43 (Web of Science) 27 (Scopus)
Open Access

DIFFERENT METHODOLOGIES AND USES OF THE HURST EXPONENT IN ECONOPHYSICS

  • María de las Nieves López García
  • José Pedro Ramos Requena

ESTUDIOS DE ECONOMIA APLICADA - 1/5/2019

10.25115/eea.v37i2.2603

Cite count: 20 (Web of Science) 12 (Scopus) 5 (Dialnet)
Open Access

An Alternative Approach to Measure Co-Movement between Two Time Series

  • Ramos Requena, José Pedro
  • Trinidad Segovia, Juan Evangelista
  • Sánchez Granero, Miguel Ángel

17/02/2020

On the sensibility of the Pairs Trading strategy: the case of the FTS stock market index

  • Fernández-Pérez A.
  • López-García M.N.
  • Ramos-Requena J.P.

ESTUDIOS DE ECONOMIA APLICADA - 1/1/2020

10.25115/eea.v38i3.3145

Cite count: 2 (Web of Science) 2 (Scopus)

Testing the efficient market hypothesis in Latin American stock markets

  • Sánchez-Granero M.
  • Balladares K.
  • Ramos-Requena J.
  • Trinidad-Segovia J.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 15/2/2020

10.1016/j.physa.2019.123082

Cite count: 28 (Web of Science) 13 (Scopus)
Open Access

An Alternative Approach to Measure Co-Movement between Two Time Series

  • Ramos-Requena J.P.
  • Trinidad-Segovia J.E.
  • Sánchez-Granero M.Á.

MATHEMATICS - 17/2/2020

10.3390/math8020261

Cite count: 11 (Web of Science) 9 (Scopus)
Open Access

Some Notes on the Formation of a Pair in Pairs Trading

  • José Pedro Ramos Requena
  • Juan E. Trinidad-Segovia
  • M.A. Sanchez-Granero

MATHEMATICS - 1/3/2020

10.3390/math8030348

Cite count: 11 (Web of Science) 5 (Scopus)
Open Access

Exploring Arbitrage Strategies in Corporate Social Responsibility Companies

  • Estefanía Montoya-Cruz
  • José Pedro Ramos-Requena
  • Juan Evangelista Trinidad-Segovia
  • Miguel Ángel Sánchez-Granero

SUSTAINABILITY - 5/8/2020

10.3390/su12166293

Cite count: 8 (Web of Science) 5 (Scopus)
Open Access

Financial Development, Institutional Quality, and Environmental Degradation Nexus: New Evidence from Asymmetric ARDL Co-Integration Approach

  • Farhan Ahmed
  • shazia kousar
  • Amber Pervaiz
  • José Pedro Ramos Requena

SUSTAINABILITY - 1/9/2020

10.3390/su12187812

Cite count: 48 (Web of Science) 8 (Scopus)
Open Access

Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency

  • Karen Balladares
  • José Pedro Ramos Requena
  • Juan E. Trinidad-Segovia
  • M.A. Sanchez-Granero

MATHEMATICS - 2/1/2021

10.3390/math9020179

Cite count: 6 (Web of Science) 2 (Scopus)

Aplicacion del exponente de hurst en la estrategia de pairs trading

  • José Pedro Ramos Requena
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

2018

Cite count:
  • Dialnet

Aplicación de una estrategia de arbitraje estadístico al Ibex 35

  • José Pedro Ramos Requena
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018

Cite count:
  • Dialnet

Un nuevo enfoque para una estrategia de arbitraje estadístico. El método hp

  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero
  • José Pedro Ramos Requena

XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul - 2020

Cite count:
  • Dialnet

STUDENTS' PERCEPTIONS OF ETHICAL DEVELOPMENT IN BUSINESS EDUCATION PROGRAMS

  • Casado-Belmonte, M. P.
  • Carmen Martinez-Victoria, M.
  • Martinez-Romero, M. J.
  • Ramos-Requena, J. P.
  • Martinez-Alonso, R.
  • Chova, LG
  • Martinez, AL
  • Torres, IC
... View more Collapse

12TH INTERNATIONAL CONFERENCE OF EDUCATION, RESEARCH AND INNOVATION (ICERI2019) - 2019

Cite count:

This author has no patents.

Asymmetric Effect of Oil Prices on Export Performance: The Role of Export Financing Schemes in Pakistan

  • Kousar S.
  • Khalid I.
  • Ahmed F.
  • Ramos-Requena J.P.

OpenAlex - 20/03/2022

10.60692/e779c-8e568

Cite count:

Scopus: 7

Web of Science: 8

Scopus: 5

Web of Science: 8

  • This author has no currently assigned projects.
Last data update: 11/19/24 10:52 PM
Next scheduled update: 11/23/24 3:00 AM