Sánchez Granero, Miguel Ángel Author
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
- Abad, P.
- Muela, S.B.
- López-Martín, C.
- Granero, M.A.S.
Journal of Risk - 1/6/2016
- JCR Quartile: Q4 (2016)
- SJR Quartile: Q3
- JCR Impact Factor: 0.388 (2022)
- Category normalized Impact: 0.277 (2016)
- CiteScore: 0.9 (2020)
- SJR: 0.316 (2016
- SNIP: 0.348 (2016
- JCR 5-year Impact Factor: 0.525
- JCR Categories: BUSINESS, FINANCE
- SJR Categories: Finance (Q3); Strategy and Management (Q3)
- Scopus
- ORCID
- Web of Science
Completion of a fractal structure
- Gálvez-Rodríguez J.
- Sánchez-Granero M.
Quaestiones Mathematicae - 29/08/2017
- JCR Quartile: Q4 (2017)
- SJR Quartile: Q3
- JCR Impact Factor: 0.428 (2022)
- Category normalized Impact: 0.551 (2017)
- CiteScore: 1.6 (2020)
- SJR: 0.343 (2017
- SNIP: 0.802 (2017
- JCR 5-year Impact Factor: 0.616
- JCR Categories: MATHEMATICS
- SJR Categories: Mathematics (miscellaneous) (Q3)
- Scopus
- ORCID
- Web of Science
A model for foreign exchange markets based on glassy Brownian systems
- Sánchez-Granero M.
- Trinidad-Segovia J.
- Clara-Rahola J.
- Puertas A.
- De las Nieves F.
PLoS One - 1/12/2017
- JCR Quartile: Q1 (2017)
- SJR Quartile: Q1
- JCR Impact Factor: 2.766 (2022)
- Category normalized Impact: 0.382 (2017)
- CiteScore: 5.3 (2020)
- SJR: 1.164 (2017
- SNIP: 1.15 (2017
- JCR 5-year Impact Factor: 3.352
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- SJR Categories: Agricultural and Biological Sciences (miscellaneous) (Q1); Biochemistry, Genetics and Molecular Biology (miscellaneous) (Q1); Medicine (miscellaneous) (Q1)
- Scopus
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- Web of Science
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
- JCR Quartile: Q2 (2017)
- SJR Quartile: Q2
- JCR Impact Factor: 2.132 (2022)
- Category normalized Impact: 1.958 (2017)
- CiteScore: 5.6 (2020)
- SJR: 0.773 (2017
- SNIP: 1.097 (2017
- JCR 5-year Impact Factor: 2.076
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
- Scopus
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A COMPARISON OF THREE HURST EXPONENT APPROACHES TO PREDICT NASCENT BUBBLES IN S&P500 STOCKS
- Fernández-Martínez M.
- Sánchez-Granero M.
- Muñoz Torrecillas M.
- McKelvey B.
FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY - 1/2/2017
- JCR Quartile: Q2 (2017)
- SJR Quartile: Q1
- JCR Impact Factor: 1.629 (2022)
- Category normalized Impact: 1.079 (2017)
- CiteScore: 6.3 (2020)
- SJR: 0.408 (2017
- SNIP: 0.935 (2017
- JCR 5-year Impact Factor: 1.648
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- SJR Categories: Multidisciplinary (Q1); Applied Mathematics (Q3); Geometry and Topology (Q3); Modeling and Simulation (Q3)
- Scopus
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- Web of Science
Diffusive and Arrestedlike Dynamics in Currency Exchange Markets
- Clara-Rahola J.
- Puertas A.
- Sánchez-Granero M.
- Trinidad-Segovia J.
- De Las Nieves F.
PHYSICAL REVIEW LETTERS - 10/2/2017
10.1103/physrevlett.118.068301
- JCR Quartile: Q1 (2017)
- SJR Quartile: Q1
- JCR Impact Factor: 8.839 (2022)
- Category normalized Impact: 0.598 (2017)
- CiteScore: 15.2 (2020)
- SJR: 3.622 (2017
- SNIP: 2.707 (2017
- JCR 5-year Impact Factor: 7.888
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Physics and Astronomy (miscellaneous) (Q1)
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Matemáticas y otras ciencias: Estudio de las fluctuaciones en el cambio entre el euro y el dólar
- Miguel Angel Sánchez Granero
Boletín de la Titulación de Matemáticas de la UAL - 2017
- Dialnet
Irreducible fractal structures for Moran type theorems
- M.A. Sánchez-Granero
- M. Fernández-Martínez
Chaos, Solitons and Fractals - 1/02/2019
- JCR Quartile: Q1 (2019)
- SJR Quartile: Q1
- JCR Impact Factor: 3.764 (2022)
- Category normalized Impact: 0.095 (2019)
- CiteScore: 7.2 (2020)
- SJR: 1.036 (2019
- SNIP: 1.33 (2019
- JCR 5-year Impact Factor: 3.046
- JCR Categories: MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
- SJR Categories: Applied Mathematics (Q1); Mathematics (miscellaneous) (Q1); Physics and Astronomy (miscellaneous) (Q1); Statistical and Nonlinear Physics (Q1)
- Scopus
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- Web of Science
Some comments on Bitcoin market (in)efficiency
- V. Dimitrova
- Alejandro Raul Hernandez Montoya
- M. Fernández-Martínez
- M. A. Sánchez-Granero
- J. E. Trinidad Segovia
PLoS One - 8/07/2019
- JCR Quartile: Q2 (2019)
- SJR Quartile: Q1
- JCR Impact Factor: 2.74 (2022)
- Category normalized Impact: 2.882 (2019)
- CiteScore: 5.2 (2019)
- SJR: 1.023 (2019
- SNIP: 1.205 (2019
- JCR 5-year Impact Factor: 3.227
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- SJR Categories: Multidisciplinary (Q1)
- Scopus
- ORCID
- Web of Science
Extending the Fama and French model with a long term memory factor
- M.N. López-García
- J.E. Trinidad-Segovia
- M.A. Sánchez-Granero
- I. Pouchkarev
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH - 1/08/2019
- JCR Quartile: Q1 (2019)
- SJR Quartile: Q1
- JCR Impact Factor: 6.363 (2022)
- Category normalized Impact: 1.262 (2019)
- CiteScore: 11.2 (2022)
- SJR: 2.354 (2021
- SNIP: 2.593 (2021
- JCR 5-year Impact Factor: 4.729
- JCR Categories: OPERATIONS RESEARCH & MANAGEMENT SCIENCE
- SJR Categories: Computer Science (miscellaneous) (Q1); Information Systems and Management (Q1); Management Science and Operations Research (Q1); Modeling and Simulation (Q1)
- Scopus
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- Web of Science
A comparative Analysis of Portfolio Selection Classical Theories
- José García Pérez
- Miguel Angel Sánchez Granero
- Juan Evangelista Trinidad Segovia
First Spanish-Italian Meeting on Financial Mathematics = I Congreso Hispano-Italiano de Matemática Financiera - 1998
- Dialnet
Gf-espacios
- Miguel Angel Sánchez Granero
- Francisco García Arenas
1999
- Dialnet
Fractal dimensions for fractal structuresand their applications to financial markets
- Manuel Fernández Martínez
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2013
- Dialnet
Book of abstracts
- Salvador Romaguera Bonilla
- Miguel Angel Sánchez Granero
2014
- Dialnet
Aplicacion del exponente de hurst en la estrategia de pairs trading
- José Pedro Ramos Requena
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2018
- 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 logistica portuaria - 2018
- Dialnet
Exponente de Hurst y los mercados en desarrollo
- Karen Andrea Balladares Ponguillo
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018
- 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
- Dialnet
A middle definition between hausdorff and box dimensions
- Fernández-Martínez M.
- García Guirao J.
- Sánchez-Granero M.
- Trinidad 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)
- Scopus
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- Web of Science
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
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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.
Irreducible fractal structures for Moran’s type theorems
- Sánchez-Granero, M.A.
- Fernández-Martínez, M.
arXiv - 2017
- ORCID
Diffusive and arrested-like dynamics in currency exchange markets
- Clara-Rahola, J.
- Puertas, A.M.
- Sánchez-Granero, M.A.
- Trinidad-Segovia, J.E.
- de las Nieves, F.J.
arXiv - 2017
- ORCID
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
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