Sánchez Granero, Miguel Ángel Author
A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets
- Venelina Nikolova
- Juan E. Trinidad Segovia
- Manuel Fernández-Martínez
- Miguel Angel Sánchez-Granero
Mathematics - 24/07/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.258 (2022)
- Category normalized Impact: 3.083 (2020)
- CiteScore: 2.2 (2020)
- SJR: 0.495 (2020
- SNIP: 1.29 (2020
- JCR 5-year Impact Factor: 2.165
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Stock markets: A view from soft matter
- Antonio M. Puertas
- Miguel A. Sánchez-Granero
- Joaquim Clara-Rahola
- Juan E. Trinidad-Segovia
- F. Javier de las Nieves
Physical Review E - 17/03/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.529 (2022)
- Category normalized Impact: 0.502 (2020)
- CiteScore: 4.3 (2020)
- SJR: 0.896 (2020
- SNIP: 1.009 (2020
- JCR 5-year Impact Factor: 2.414
- JCR Categories: PHYSICS, MATHEMATICAL
- Scopus
- ORCID
- Web of Science
Some Notes on the Formation of a Pair in Pairs Trading
- José Pedro Ramos Requena
- Juan E. Trinidad-Segovia
- M.A. Sanchez-Granero
Mathematics - 1/03/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.258 (2022)
- Category normalized Impact: 1.85 (2020)
- CiteScore: 2.2 (2020)
- SJR: 0.495 (2020
- SNIP: 1.29 (2020
- JCR 5-year Impact Factor: 2.165
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- OAI-PMH
- Web of Science
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
An Alternative Approach to Measure Co-Movement between Two Time Series
- Ramos-Requena J.P.
- Trinidad-Segovia J.E.
- Sánchez-Granero M.Á.
Mathematics - 17/02/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.258 (2022)
- Category normalized Impact: 3.083 (2020)
- JCR 5-year Impact Factor: 2.165
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- Web of Science
Memoria en series financieras: Aplicación al Pairs Trading
- Miguel Angel Sánchez Granero
Boletín de la Titulación de Matemáticas de la UAL - 2019
- Dialnet
Generating a Probability Measure on the Completion of a Fractal Structure
- Gálvez-Rodríguez J.
- Sánchez-Granero M.
Results in Mathematics - 1/9/2019
- JCR Quartile: Q2 (2019)
- SJR Quartile: Q2
- JCR Impact Factor: 1.162 (2022)
- Category normalized Impact: 0.395 (2019)
- CiteScore: 2 (2020)
- SJR: 0.692 (2019
- SNIP: 1.128 (2019
- JCR 5-year Impact Factor: 1.051
- JCR Categories: MATHEMATICS, APPLIED
- SJR Categories: Applied Mathematics (Q2); Mathematics (miscellaneous) (Q2)
- Scopus
- ORCID
- Web of Science
A novel approach to detect volatility clusters in financial time series
- Trinidad Segovia J.
- Fernández-Martínez M.
- Sánchez-Granero M.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 1/12/2019
- JCR Quartile: Q2 (2019)
- SJR Quartile: Q2
- JCR Impact Factor: 2.924 (2022)
- Category normalized Impact: 0.653 (2019)
- CiteScore: 5.6 (2020)
- SJR: 0.712 (2019
- SNIP: 1.192 (2019
- JCR 5-year Impact Factor: 2.625
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
- Scopus
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- Web of Science
Contrast of the fractal market hypothesis in the latin american stock markets,Contraste de la hipótesis de mercados fractales en el mercado latinoamericano de valores
- Balladares K.
- Trinidad-Segovia J.
- Sánchez-Granero M.
Espacios - 1/1/2019
- SJR Quartile: Q3
- CiteScore: 0.5 (2019)
- SJR: 0.215 (2019
- SNIP: 0.348 (2019
- SJR Categories: Business and International Management (Q3); Management of Technology and Innovation (Q3); Management Science and Operations Research (Q4)
- Scopus
- ORCID
Preface
- Fernández-Martínez M.
- Guirao J.
- Sánchez-Granero M.
- Segovia J.
SEMA SIMAI Springer Series - 1/1/2019
- SJR Quartile: Q2
- CiteScore: 1 (2020)
- SJR: 0.454 (2019
- SNIP: 0.247 (2019
- SJR Categories: Agricultural and Biological Sciences (miscellaneous) (Q2); Computational Mechanics (Q2); Fluid Flow and Transfer Processes (Q2); Industrial and Manufacturing Engineering (Q2); Physics and Astronomy (miscellaneous) (Q2); Applied Mathematics (Q3); Computational Mathematics (Q3); Numerical Analysis (Q3)
Arbitraje estadístico en mercados emergentes: Un test global de eficiencia
- Karen Andrea Balladares Ponguillo
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2022
- Dialnet
Financial markets: A view from statistical mechanics
- María de las Nieves López García
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2022
- Dialnet
Propuesta didáctica de matemáticas durante la pandemia del Covid-19
- Lucía Cabezas Rosa
- Miguel Angel Sánchez Granero
La innovación educativa en la práctica docente de Educación Secundaria - 2021
- Dialnet
Caracterización del mercado de criptomonedas y su evolución hasta la tercera generación
- Venelina Nikolova Nikolova
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2021
- Dialnet
Una nueva perspectiva de la frontera eficiente en el modelo de sharpe
- María de las Nieves López García
- Jose Cristian Fernandez Cabeza
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logística portuaria - 2020
- 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
- Dialnet
Preface
- Fernández-Martínez, M.
- Guirao, J.L.G.
- Sánchez-Granero, M.Á.
- Segovia, J.E.T.
SEMA SIMAI Springer Series - 2019
- SJR Quartile: Q2
- SJR Categories: Agricultural and Biological Sciences (miscellaneous) (Q2); Computational Mechanics (Q2); Fluid Flow and Transfer Processes (Q2); Industrial and Manufacturing Engineering (Q2); Physics and Astronomy (miscellaneous) (Q2); Applied Mathematics (Q3); Computational Mathematics (Q3); Numerical Analysis (Q3)
- ORCID
Fractal Dimension for Fractal Structures With Applications to Finance Preface
- Fernandez-Martinez, Manuel
- Garcia Guirao, Juan Luis
- Angel Sanchez-Granero, Miguel
- Trinidad Segovia, Juan Evangelista
- FernandezMartinez, M
- Guirao, JLG
- SanchezGranero, MA
- Segovia, JET
FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 2019
Distribution functions and probability measures on linearly ordered topological spaces
- Miguel Angel Sánchez Granero
- José Fulgencio Gálvez Rodríguez
Book of proceedings 2019 Interdisciplinary Colloquium in Topology and its Applications: in honour of professors Elena Martín Peinador and Eusebio Corbacho Rosas on the occasion of their retirements, Vigo, June 19-22, 2019 - 2019
- Dialnet
Fractal dimension for fractal structures: With applications to finance
- Fernández-Martínez M.
- Guirao J.
- Sánchez-Granero M.
- Segovia J.
SEMA SIMAI Springer Series - 1/1/2019
- JCR Quartile: Q4 (2019)
- SJR Quartile: Q2
- Category normalized Impact: 0.535 (2019)
- CiteScore: 1 (2020)
- SJR: 0.454 (2019
- SNIP: 0.247 (2019
- SJR Categories: Agricultural and Biological Sciences (miscellaneous) (Q2); Computational Mechanics (Q2); Fluid Flow and Transfer Processes (Q2); Industrial and Manufacturing Engineering (Q2); Physics and Astronomy (miscellaneous) (Q2); Applied Mathematics (Q3); Computational Mathematics (Q3); Numerical Analysis (Q3)
- Scopus
- ORCID
- Web of Science
AWARENESS OF ETHIC ISSUES IN UNDERGRADUATE STUDENTS. TECHNICAL VS BUSINESS STUDENT PERCEPTIONS
- Casado-Belmonte, M. P.
- Martinez-Victoria, M. C.
- Sanchez-Granero, M. A.
- Trinidad-Segovia, J. E.
- Chova, LG
- Martinez, AL
- Torres, IC
14TH INTERNATIONAL TECHNOLOGY, EDUCATION AND DEVELOPMENT CONFERENCE (INTED2020) - 2020
This author has no patents.
Funciones de distribución y medidas de probabilidad en estructuras topológicas
- Gálvez Rodríguez, José Fulgencio
2021
- Dialnet
- OAI-PMH
Calculating hausdorff dimension in higher dimensional spaces
- M. Fernández-Martínez
- JUAN L.G. GUIRAO
- M.A. Sanchez-Granero
arXiv - 1/04/2019
- JCR Quartile: Q2 (2019)
- SJR Quartile: Q2
- JCR Impact Factor: 2.645 (2022)
- Category normalized Impact: 1.229 (2019)
- CiteScore: 2.5 (2019)
- SJR: 0.365 (2019
- SNIP: 1.069 (2019
- SJR Categories: Chemistry (miscellaneous) (Q2); Computer Science (miscellaneous) (Q2); Mathematics (miscellaneous) (Q3); Physics and Astronomy (miscellaneous) (Q3)
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Irreducible fractal structures for Moran’s type theorems
- Sánchez-Granero, M.A.
- Fernández-Martínez, M.
arXiv - 2017
- ORCID
h index
Scopus: 16
Web of Science: 15
i10 index
Scopus: 24
Web of Science: 25
Research groups
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Finanzas empresariales
Role: Miembro
Author profiles
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Research projects at UAL
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Acronym PID2021-127836NB-I00Since: September 1, 2022Until: September 1, 2025Funded by: Ministerio de Ciencia e InnovaciónFunding / grant amount: 46,000.00 EURRole: Investigador
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Acronym UAL18-FQM-B038-ASince: October 1, 2019Until: September 30, 2021Funded by: Universidad de AlmeríaFunding / grant amount: 18,700.00 EURPrincipal Investigator (PI)Role: Investigador principal
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Acronym PGC2018-101555-B-I00Since: January 1, 2019Until: December 31, 2021Funded by: Ministerio de Ciencia, Innovación y UniversidadesFunding / grant amount: 24,200.00 EURRole: Investigador
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Acronym MTM2009-06693-ESince: July 16, 2009Until: July 15, 2010Funded by: MECFunding / grant amount: 5,700.00 EURRole: Investigador
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Acronym SEJ2005-25764-ESince: July 5, 2006Until: July 5, 2007Funded by: MECFunding / grant amount: 3,000.00 EURRole: Investigador
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Acronym MTM2004-20406-ESince: June 1, 2005Until: September 1, 2005Funded by: MECFunding / grant amount: 9,000.00 EURRole: Investigador
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Acronym 41251Since: January 12, 2004Until: June 30, 2004Funded by: NaNFunding / grant amount: 3,000.00 EURPrincipal Investigator (PI)Role: Responsable