| Some comments on Hurst exponent and the long memory processes on capital markets MAS Granero, JET Segovia, JG Pérez Physica A: Statistical Mechanics and its applications 387 (22), 5543-5551, 2008 | 324 | 2008 |
| Introducing Hurst exponent in pair trading JP Ramos-Requena, JE Trinidad-Segovia, MA Sánchez-Granero Physica A: statistical mechanics and its applications 488, 39-45, 2017 | 71 | 2017 |
| Testing the efficient market hypothesis in Latin American stock markets MA Sánchez-Granero, KA Balladares, JP Ramos-Requena, ... Physica A: Statistical Mechanics and its Applications 540, 123082, 2020 | 62 | 2020 |
| Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations F Ahmed, S Kousar, A Pervaiz, JE Trinidad-Segovia, ... Environmental Science and Pollution Research 29 (5), 6871-6885, 2022 | 61 | 2022 |
| Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series MJ Sánchez-Granero, M Fernández-Martínez, JE Trinidad-Segovia The European Physical Journal B 85, 1-13, 2012 | 55 | 2012 |
| Some comments on Bitcoin market (in) efficiency V Dimitrova, M Fernández-Martínez, MA Sánchez-Granero, ... PloS one 14 (7), e0219243, 2019 | 53 | 2019 |
| An accurate algorithm to calculate the Hurst exponent of self-similar processes M Fernández-Martínez, MA Sánchez-Granero, JET Segovia, ... Physics Letters A 378 (32-33), 2355-2362, 2014 | 41 | 2014 |
| Measuring the self-similarity exponent in Lévy stable processes of financial time series M Fernández-Martínez, MA Sánchez-Granero, JET Segovia Physica A: Statistical Mechanics and its Applications 392 (21), 5330-5345, 2013 | 40 | 2013 |
| Diffusive and arrestedlike dynamics in currency exchange markets J Clara-Rahola, AM Puertas, MA Sanchez-Granero, JE Trinidad-Segovia, ... Physical review letters 118 (6), 068301, 2017 | 28 | 2017 |
| A note on geometric method-based procedures to calculate the Hurst exponent JET Segovia, M Fernández-Martínez, MA Sánchez-Granero Physica A: Statistical Mechanics and its Applications 391 (6), 2209-2214, 2012 | 28 | 2012 |
| Extending the Fama and French model with a long term memory factor MN López-García, JE Trinidad-Segovia, MA Sánchez-Granero, ... European Journal of Operational Research 291 (2), 421-426, 2021 | 26 | 2021 |
| Assessing the role of digital finance on shadow economy and financial instability: An empirical analysis of selected South Asian countries AA Syed, F Ahmed, MA Kamal, JE Trinidad Segovia Mathematics 9 (23), 3018, 2021 | 25 | 2021 |
| Fractal dimension for fractal structures: Applications to the domain of words M Fernández-Martínez, MA Sánchez-Granero, JET Segovia Applied Mathematics and Computation 219 (3), 1193-1199, 2012 | 24 | 2012 |
| El método de las dos funciones de distribución: la versión trapezoidal JG Perez, JET Segovia, JG Garcia Revista Española de Estudios Agrosociales y Pesqueros, 57-80, 1999 | 24 | 1999 |
| Some notes on the formation of a pair in pairs trading JP Ramos-Requena, JE Trinidad-Segovia, MÁ Sánchez-Granero Mathematics 8 (3), 348, 2020 | 21 | 2020 |
| Theory of portfolios: New considerations on classic models and the Capital Market Line SC Rambaud, JG Pérez, MAS Granero, JET Segovia European journal of operational research 163 (1), 276-283, 2005 | 21 | 2005 |
| Markowitz’s model with Euclidean vector spaces SC Rambaud, JG Pérez, MÁS Granero, JET Segovia European Journal of Operational Research 196 (3), 1245-1248, 2009 | 18 | 2009 |
| A novel methodology to calculate the probability of volatility clusters in financial series: an application to cryptocurrency markets V Nikolova, JE Trinidad Segovia, M Fernández-Martínez, ... Mathematics 8 (8), 1216, 2020 | 16 | 2020 |
| An alternative approach to measure co-movement between two time series JP Ramos-Requena, JE Trinidad-Segovia, MÁ Sánchez-Granero Mathematics 8 (2), 261, 2020 | 16 | 2020 |
| A novel approach to detect volatility clusters in financial time series JET Segovia, M Fernández-Martínez, MA Sánchez-Granero Physica A: Statistical Mechanics and its Applications 535, 122452, 2019 | 16 | 2019 |
