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Miguel Angel Sanchez Granero
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Year
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
2622008
Fractal dimension for fractal structures
M Fernández-Martínez, MA Sánchez-Granero
Topology and its Applications 163, 93-111, 2014
952014
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
532017
Fractal dimension for fractal structures: A Hausdorff approach revisited
M Fernández-Martínez, MA Sánchez-Granero
Journal of Mathematical Analysis and Applications 409 (1), 321-330, 2014
512014
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 (3), 1-13, 2012
492012
A characterization of non-archimedeanly quasimetrizable spaces
FG Arenas, MA Sánchez-Granero
Rend. Istit. Mat. Univ. Trieste Suppl 30, 21-30, 1999
441999
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
372020
Some comments on Bitcoin market (in) efficiency
V Dimitrova, M Fernández-Martínez, MA Sánchez-Granero, ...
PloS one 14 (7), e0219243, 2019
372019
Fractal dimension for fractal structures: A Hausdorff approach
M Fernández-Martínez, MA Sánchez-Granero
Topology and its Applications 159 (7), 1825-1837, 2012
362012
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
342014
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
332013
How to calculate the Hausdorff dimension using fractal structures
M Fernández-Martínez, MA Sánchez-Granero
Applied Mathematics and Computation 264, 116-131, 2015
292015
A characterization of self-similar symbolic spaces
FG Arenas, MA Sánchez-Granero
Mediterranean journal of mathematics 9 (4), 709-728, 2012
272012
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
272012
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
252017
The effect of the underlying distribution in Hurst exponent estimation
MÁ Sánchez, JE Trinidad, J García, M Fernández
PLoS One 10 (5), e0127824, 2015
242015
A new fractal dimension for curves based on fractal structures
M Fernández-Martínez, MA Sánchez-Granero
Topology and its Applications 203, 108-124, 2016
222016
A new metrization theorem
FG Arenas, MA Sánchez-Granero
Bollettino dell'Unione Matematica Italiana 5 (1), 109-122, 2002
222002
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
212012
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
P Abad, S Benito, CL Martín
Journal of Risk, 2016
202016
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