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Trinidad Segovia, Juan Evangelista Author

Open Access

Volatility Co-Movement in Stock Markets

  • María Nieves López-García
  • Miguel Angel Sánchez-Granero
  • Juan Evangelista Trinidad-Segovia
  • Antonio Manuel Puertas
  • Francisco Javier De las Nieves

MATHEMATICS - 2/3/2021

10.3390/math9060598

Cite count: 4 (Web of Science) 6 (Scopus)
  • JCR Quartile: Q1 (2021)
  • JCR Impact Factor: 2.592 (2021)
  • Category normalized Impact: 0.958 (2021)
  • CiteScore: 5.4 (2025)
  • SJR: 0.538 (2021
  • SNIP: 1.116 (2021
  • JCR 5-year Impact Factor: 2.542
  • JCR Categories: MATHEMATICS

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: 0 (Dialnet)

Unit Linked y seguros de prima única

  • Salvador Cruz Rambaud
  • José García Pérez
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

Partida doble - 2000

Cite count: 0 (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

Cite count: 0 (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

Cite count: 1 (Dialnet)

Un análisis de las consecuencias del 11 de septiembre sobre el seguro de invernaderos en la provincia de Almería

  • Catalina Beatriz García García
  • Fermín Ortega Ortega
  • Juan Evangelista Trinidad Segovia

Anales de economía aplicada 2003 - 2003

Cite count: 0 (Dialnet)

Un análisis comparativo de las teorías clásicas para la formación de carteras de inversión

  • Salvador Cruz Rambaud
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero
  • José García Pérez

Actualidad financiera - 1999

Cite count: 0 (Dialnet)

The relation between mutual fund performance and investment style changes

  • Vidal-García J.
  • Vidal M.
  • Molero González L.
  • Trinidad-Segovia J.E.

Annals of Operations Research - 1/1/2025

10.1007/s10479-025-06850-y

Cite count: 0 (Scopus)
  • CiteScore: 13.4 (2025)
  • SJR: 1.166 (2025
  • SNIP: 1.873 (2025
Open Access

The random matrix-based informative content of correlation matrices in stock markets

  • Laura Molero González
  • Roy Cerqueti
  • Raffaele Mattera
  • Juan E. Trinidad Segovia

CHAOS - 1/9/2025

10.1063/5.0289031

Cite count: 1 (Web of Science) 1 (Scopus)
  • JCR Quartile: Q1 (2024)
  • JCR Impact Factor: 3.2 (2024)
  • CiteScore: 5.1 (2025)
  • SJR: 0.797 (2025
  • SNIP: 1.067 (2025
  • JCR 5-year Impact Factor: 2.9
  • JCR Categories: MATHEMATICS, APPLIED
  • Some of the above metrics are provisional

Theory of portfolios:: New considerations on classic models and the Capital Market Line

  • Cruz Rambaud S.
  • García Pérez J.
  • Sánchez Granero M.
  • Trinidad Segovia J.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH - 16/5/2005

10.1016/j.ejor.2004.01.016

Cite count: 1 (Web of Science) 2 (Scopus)
  • JCR Quartile: Q2 (2005)
  • SJR Quartile: Q1
  • JCR Impact Factor: 0.824 (2005)
  • Category normalized Impact: 0.022 (2005)
  • CiteScore: 14 (2025)
  • SJR: 1.092 (2005
  • SNIP: 1.871 (2005
  • SJR Categories: Information Systems and Management (Q1); Management Science and Operations Research (Q1); Modeling and Simulation (Q1)

Supuestos prácticos de dirección financiera Book

  • María del Mar Sánchez Cañadas
  • Juan Evangelista Trinidad Segovia
  • Juana F. Rosario Díaz

2008

Cite count: 0 (Dialnet)

Portfolio Selection: An Approach from Random Matrix Theory Book chapter

  • Laura Molero González
  • Juan E. Trinidad Segovia
  • Miguel A. Sánchez Granero
  • Andrés García Medina

Advances in Quantitative Methods for Economics and Business A Tribute to Jose Garcia Perez - 1/1/2025

10.1007/978-3-031-84782-0_10

Cite count: 0 (Scopus)

Mutual Fund Performance and the Impact of Regulatory Constraints Book chapter

  • Grizickas Sapkute E.
  • Trinidad Segovia J.E.
  • Sánchez Granero M.A.

Advances in Quantitative Methods for Economics and Business A Tribute to Jose Garcia Perez - 1/1/2025

10.1007/978-3-031-84782-0_12

Cite count: 0 (Scopus)

Long Memory and Financial Markets: From Econometrics to Econophysics Book chapter

  • Trinidad Segovia J.E.
  • Ramos Requena J.P.
  • Molero González L.
  • Mattera R.

Advances in Quantitative Methods for Economics and Business A Tribute to Jose Garcia Perez - 1/1/2025

10.1007/978-3-031-84782-0_15

Cite count: 0 (Scopus)

Improved Estimation of Implied Volatility with Stacking-Blending Ensemble Model Book chapter

  • Di Sciorio F.
  • Molero González L.
  • Mattera R.
  • Trinidad Segovia J.E.

Advances in Quantitative Methods for Economics and Business A Tribute to Jose Garcia Perez - 1/1/2025

10.1007/978-3-031-84782-0_14

Cite count: 0 (Scopus)

Fractal Dimension for Fractal Structures With Applications to Finance Preface Book chapter

  • Fernandez-Martinez, Manuel
  • Garcia Guirao, Juan Luis
  • Angel Sanchez-Granero, Miguel
  • Trinidad Segovia, Juan Evangelista
  • FernandezMartinez, M
  • Guirao, JLG
  • SanchezGranero, MA
  • Segovia, JET
... View more Collapse

FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 2019

Cite count: 0 (Web of Science)

Fractal Dimension for Fractal Structures: With Applications to Finance Book

  • Fernández-Martínez M.
  • Guirao J.
  • Sánchez-Granero M.
  • Segovia J.

FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 1/1/2019

10.1007/978-3-030-16645-8

Cite count: 9 (Web of Science) 14 (Scopus)
  • JCR Quartile: Q4 (2019)
  • SJR Quartile: Q2
  • Category normalized Impact: 0.535 (2019)
  • CiteScore: 0.8 (2025)
  • SJR: 0.454 (2019
  • SNIP: 0.258 (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)

Climate Finance Practices for Sustainability Investments Book

  • Ahmed F.
  • Trinidad Segovia J.E.
  • Laghari F.

Climate Finance Practices for Sustainability Investments - 1/1/2025

Cite count: 0 (Scopus)
Open Access

Advances in Quantitative Methods for Economics and Business: A Tribute to José García Pérez Book

  • Cruz Rambaud S.
  • Trinidad Segovia J.E.
  • García-García C.B.

Advances in Quantitative Methods for Economics and Business A Tribute to Jose Garcia Perez - 1/1/2025

10.1007/978-3-031-84782-0

Cite count: 0 (Scopus)
Open Access

Los mercados financieros: una visión desde la mecánica estadística Advisor

  • López García, María de las Nieves

8/09/2022

http://hdl.handle.net/10835/13939

Fractal dimensions for fractal structuresand their applications to financial markets Advisor

  • Manuel Fernández Martínez
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

2013

Cite count: 0 (Dialnet)
  • Dialnet

Financial markets: A view from statistical mechanics Advisor

  • María de las Nieves López García
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

2022

Cite count: 0 (Dialnet)

Estimations of information inefficiency in financial markets under a fractional regime Advisor

  • Fabrizio Di Sciorio
  • Juan Evangelista Trinidad Segovia

2024

Cite count: 0 (Dialnet)
  • Dialnet
Open Access

Estimaciones de ineficiencia informativa en mercados financieros bajo un régimen fraccional Advisor

  • Trinidad Segovia, Juan Evangelista
  • Di Sciorio, Fabrizio

21/05/2024

http://hdl.handle.net/10835/16487

Open Access

Estimación del exponente de Hurst de procesos autosimilares con incrementos estacionarios y sus aplicaciones a los mercados financieros Advisor

  • Sánchez Granero, Miguel Ángel
  • Trinidad Segovia, Juan Evangelista
  • Gómez Águila, Agustín

16/02/2024

http://hdl.handle.net/10835/16036

Cite count: 0 (Dialnet)
Open Access

El impacto de las restricciones normativas sobre los fondos de inversión: Un análisis de la normativa EU y USA Advisor

  • Grizickas Sapkute, Edvinas

22/02/2024

http://hdl.handle.net/10835/16059

Cite count: 0 (Dialnet)
Open Access

Caracterización del mercado de criptomonedas y su evolución hasta la tercera generación Advisor

  • Venelina Nikolova Nikolova
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

19/11/2020

http://hdl.handle.net/10835/8871

Cite count: 3 (Dialnet)
Open Access

Arbitraje Estadístico en Mercados Emergentes: Un test Global de Eficiencia Advisor

  • Karen Andrea Balladares Ponguillo
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

14/09/2022

http://hdl.handle.net/10835/13959

Cite count: 0 (Dialnet)

Aplicación del exponente de Hurst en la estrategia de Pairs Trading Advisor

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

2018

Cite count: 0 (Dialnet)

Validation of potential predictive DNA methylation biomarkers for head and neck squamous cell carcinoma anatomic subsite

  • Rivera, Bianca L.
  • Aponte, Jaime
  • Nadal, Sol
  • Oliva, Sebastian
  • Bravo, Sebastian
  • Guerrero, Rafael
  • Trinidad, Juan
  • Baez, Adriana
... View more Collapse

CLINICAL CANCER RESEARCH - 12/2017

Cite count: 0 (Web of Science)

Statistical Approach to Implied Market Inefficiency Estimation

  • Di Sciorio F.
  • González L.M.
  • Segovia J.E.T.

MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE, MAF2024 - 1/8/2024

10.1007/978-3-031-64273-9_22

Cite count: 0 (Web of Science) 0 (Scopus)

Making copulas under uncertainty

  • Garcia-Garcia C.
  • Herrerias-Velasco J.
  • Trinidad-Segovia J.

DISTRIBUTION MODELS THEORY - 1/1/2006

10.1142/9789812772992_0002

Cite count: 1 (Web of Science) 1 (Scopus)
  • Category normalized Impact: 0.31 (2006)
  • SJR Categories: Atomic and Molecular Physics, and Optics

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
... View more Collapse

14TH INTERNATIONAL TECHNOLOGY, EDUCATION AND DEVELOPMENT CONFERENCE (INTED2020) - 2020

Cite count: 0 (Web of Science)
  • Web of Science

AN ANALYSIS OF THE EFFICIENCY OF A VIRTUAL CONTINUOUS EVALUATION SYSTEM

  • Trinidad Segovia, Juan Evangelista
  • Sanchez Canadas, Maria del Mar
  • Rosario Diaz, Juana
  • Torres, IC
  • Chova, LG
  • Martinez, AL

2011 4TH INTERNATIONAL CONFERENCE OF EDUCATION, RESEARCH AND INNOVATION (ICERI) - 2011

Cite count: 0 (Web of Science)

This author has no patents.

This author has no reports or other types of publications.

Scopus: 16

Web of Science: 16

Scopus: 28

Web of Science: 25

Last data update: 6/29/26 11:03 AM
Next scheduled update: 7/4/26 3:00 AM