Publikationen in Zusammenarbeit mit Forschern von Universidad de Buenos Aires (8)

2024

  1. Time-frequency co-movements between commodities and global economic policy uncertainty across different crises

    Heliyon, Vol. 10, Núm. 14

2023

  1. Data vs. information: Using clustering techniques to enhance stock returns forecasting

    International Review of Financial Analysis, Vol. 88

2022

  1. Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent

    Physica A: Statistical Mechanics and its Applications, Vol. 596

2018

  1. Stock returns forecast: An examination by means of artificial neural networks

    Studies in Systems, Decision and Control (Springer International Publishing), pp. 399-410

2013

  1. Efficiency and credit ratings: A permutation-information-theory analysis

    Journal of Statistical Mechanics: Theory and Experiment, Vol. 2013, Núm. 8

  2. Revisiting the european sovereign bonds with a permutationinformation- Theory

    European Physical Journal B, Vol. 86, Núm. 12

  3. Risk behavior of stock markets before and after the subprime crisis

    Lecture Notes in Business Information Processing

2012

  1. On the efficiency of sovereign bond markets

    Physica A: Statistical Mechanics and its Applications, Vol. 391, Núm. 18, pp. 4342-4349