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
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies
- Estefanía Montoya-Cruz
- José Pedro Ramos-Requena
- Juan Evangelista Trinidad-Segovia
- Miguel Ángel Sánchez-Granero
Sustainability - 5/08/2020
- JCR Quartile: Q2 (2020)
- JCR Impact Factor: 3.251 (2022)
- Category normalized Impact: 0.425 (2020)
- CiteScore: 3.9 (2020)
- SJR: 0.612 (2020
- SNIP: 1.242 (2020
- JCR 5-year Impact Factor: 3.473
- JCR Categories: GREEN & SUSTAINABLE SCIENCE & TECHNOLOGY
- Scopus
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- Web of Science
A note on power-law cross-correlated processes
- M. Fernández-Martínez
- M.A. Sánchez-Granero
- M.P. Casado Belmonte
- J.E. Trinidad Segovia
Chaos, Solitons & Fractals - 1/09/2020
- JCR Quartile: Q1 (2020)
- SJR Quartile: Q1
- JCR Impact Factor: 5.944 (2022)
- Category normalized Impact: 0.228 (2020)
- CiteScore: 7.2 (2020)
- SJR: 1.043 (2020
- SNIP: 1.753 (2020
- JCR 5-year Impact Factor: 4.415
- JCR Categories: PHYSICS, MATHEMATICAL
- SJR Categories: Mathematics (all) (Q1); Applied Mathematics (Q1); Statistical and Nonlinear Physics (Q1); Physics and Astronomy (all) (Q1)
- Scopus
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- Web of Science
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
- JCR Quartile: Q2 (2020)
- SJR Quartile: Q1
- JCR Impact Factor: 3.263 (2022)
- Category normalized Impact: 1.549 (2020)
- CiteScore: 5.6 (2020)
- SJR: 0.64 (2020
- SNIP: 1.197 (2020
- JCR 5-year Impact Factor: 2.866
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Statistics and Probability (Q1); Condensed Matter Physics (Q1)
- Scopus
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- Web of Science
The distribution function of a probability measure on the Dedekind-MacNeille completion
- Gálvez-Rodríguez J.F.
- Sánchez-Granero M.A.
Topology and its Applications - 15/4/2020
- JCR Quartile: Q4 (2020)
- SJR Quartile: Q3
- JCR Impact Factor: 0.617 (2022)
- Category normalized Impact: 0.247 (2020)
- CiteScore: 1 (2020)
- SJR: 0.497 (2020
- SNIP: 1.053 (2020
- JCR 5-year Impact Factor: 0.605
- JCR Categories: MATHEMATICS, APPLIED
- SJR Categories: Geometry and Topology (Q3)
- Scopus
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A new look on financial markets co-movement through cooperative dynamics in many-body physics
- María Nieves López-García
- M.A. Sanchez-Granero
- Juan E. Trinidad-Segovia
- Antonio Manuel Puertas López
- Francisco Javier de las Nieves López
Entropy - 1/9/2020
- JCR Quartile: Q2 (2020)
- JCR Impact Factor: 2.524 (2022)
- Category normalized Impact: 0.547 (2020)
- CiteScore: 4 (2020)
- SJR: 0.468 (2020
- SNIP: 1.059 (2020
- JCR 5-year Impact Factor: 2.587
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- Scopus
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- Web of Science
Generating a Probability Measure from a Fractal Structure
- Gálvez-Rodríguez J.F.
- Sánchez-Granero M.A.
Results in Mathematics - 1/9/2020
- JCR Quartile: Q2 (2020)
- JCR Impact Factor: 1.199 (2022)
- Category normalized Impact: 0.247 (2020)
- CiteScore: 2 (2020)
- SJR: 0.742 (2020
- SNIP: 1.266 (2020
- JCR 5-year Impact Factor: 1.229
- JCR Categories: MATHEMATICS
- Scopus
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- Web of Science
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 - 2/01/2021
- JCR Quartile: Q1 (2021)
- JCR Impact Factor: 2.592 (2022)
- Category normalized Impact: 2.049 (2021)
- CiteScore: 2.2 (2020)
- SJR: 0.495 (2020
- SNIP: 1.29 (2020
- JCR 5-year Impact Factor: 2.542
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- OAI-PMH
- Web of Science
A Cooperative Dynamic Approach to Pairs Trading
- Ramos-Requena J.P.
- López-García M.N.
- Sánchez-Granero M.A.
- Trinidad-Segovia J.E.
Complexity - 1/1/2021
- JCR Quartile: Q2 (2021)
- JCR Impact Factor: 2.121 (2022)
- CiteScore: 4.4 (2022)
- SJR: 0.463 (2021
- SNIP: 0.755 (2021
- JCR 5-year Impact Factor: 2.213
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- Scopus
- ORCID
- Web of Science
A theoretical framework for the TTA algorithm
- Gómez-Águila A.
- Sánchez-Granero M.A.
Physica A: Statistical Mechanics and its Applications - 15/11/2021
- JCR Quartile: Q2 (2021)
- JCR Impact Factor: 3.778 (2022)
- Category normalized Impact: 0.31 (2021)
- CiteScore: 5.6 (2020)
- SJR: 0.64 (2020
- SNIP: 1.197 (2020
- JCR 5-year Impact Factor: 3.135
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- 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
- ORCID
- 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