Groups & Publications

Groups & Publications

Curriculum Vitae

Profile

Personal

Name Rui Manuel Campilho Pereira de Menezes
Department Department of Quantitative Methods for Management and Economics
Category Full Professor
Research group Modeling in Business and Economics
Last update Undefined

Qualifications

Type Course Institution Year
Aggregation Métodos Quantitativos/Econometria ISCTE-IUL 2008
Doctorate degree Econometria University of Keele (UK) 1995
Undergraduate degree Organização e Gestão de Empresas ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa 1982

Contacts

E-mail
OfficeB7.05
Post box207-B
Phone217903435
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Academic activities

Courses

"Advanced Econometrics II" (Coordinator)
"Mathematics"
"Optimization"

Supervisions

PhD Thesis

Teodora Mónica Isfan, "Aplicações da física no estudo de não-linearidades em séries temporais", Rui Manuel Campilho Pereira de Menezes, PhD Thesis, Concluded, 2011
Adriano Mendonça Souza (post-doc), "Monitoração e ajuste de realimentação na presença de dados de alta frequência", Rui Manuel Campilho Pereira de Menezes, PhD Thesis, Concluded, 2011

Master Thesis

Pedro Manuel Rato dos Santos, "The Impact of International Fiscal Monetary Spillovers on Shanghai Stock Exchange Returns", Rui Manuel Campilho Pereira de Menezes, Master Thesis, Concluded, 2017
Vasco Miguel de Assis dos Santos, "The Long Memory Behaviour of Stock Market Volatility: Evidence from the PIIGS Countries", Rui Manuel Campilho Pereira de Menezes, Master Thesis, Concluded, 2013
António Hama Thay, "A Industria do Cimento como Vector Estratégico para o Desenvolvimento de Moçambique - Estudo de caso: Cimentos de Moçambique", Rui Manuel Campilho Pereira de Menezes, Master Thesis, Concluded, 2012
Elaine Assis Melo de Almeida, "A educação à distância no contexto das instituições de ensino superior particulares localizadas no extremo norte da Amazónia legal brasileira: o caso de Roraima. ", Rui Manuel Campilho Pereira de Menezes, Master Thesis, Concluded, 2011
Simone Souza Demolinari, "Psicopatia nas Organizações ", Rui Manuel Campilho Pereira de Menezes, Master Thesis, Concluded, 2010
Marcelo Saraceni Nunes, "Inovação Estratégia nas Instituições de Ensino Superior no Brasil ", Rui Manuel Campilho Pereira de Menezes, Master Thesis, Concluded, 2010

Final Project

Ricardo Francisco Firmino Mendes Pacheco, "Econometric Study of the Spanish Electricity Spot Market and Primary Energy Markets Using VAR/VECM Methodology. ", Rui Manuel Campilho Pereira de Menezes, Final Project, Concluded, 2010

Scientific Activities

Scientific Articles in International Journals

Menezes, R. & Oliveira, A. (2015). Risk assessment and stock market volatility in the Eurozone: 1986-2014. Journal of Physics: Conference Series (JPCS). 604, 012014, Ciência-IUL, Indexada (SCOPUS/ISI)
Fandiño, A., Marques, C., Menezes, R. & Sonia R. Bentes (2015). Organizational social capital Scale based on Nahapiet and Ghosal model: development and validation. Review of Contemporary Business Research. 4 (2), 25-38, Ciência-IUL
Fandiño, A., Souza, M., Formiga, N., Menezes, R. & Bentes, Sonia R. (2015). Organizational anomie, professional self-concept and organizational support perception: theoretical model evidences for management. International Journal of Business and Social Science. 6 (11), 1-10, Ciência-IUL
Mehauté, A., Tayurski, D., Menezes, R. & Raynal, S. (2014). Innovation management from fractal infinite paths integral point of view. Hyperion International Journal of Econophysics and New Economy. 7 (1), 27-44, Ciência-IUL
Ferreira, N. B., Menezes, R. & Bentes, S. (2014). Cointegration and Structural Breaks in the EU Sovereign Debt Crisis. International Journal of Latest Trends in Finance and Economics Sciences. 4 (1), 680-690, Ciência-IUL
Nigmatullin, R., Machado, J. & Menezes, R. (2013). Self-similarity principle: the reduced description of randomness. Central European Journal of Physics. 11 (6), 724-739, Ciência-IUL, Indexada (SCOPUS/ISI)
Souza, F. M., Souza, A. M. & Menezes, R. (2013). Análise empírica do número de consumidores e do consumo de energia elétrica no Rio Grande do Sul por meio de modelos matemáticos. Espacios. 34 (1), Ciência-IUL, Indexada (SCOPUS)
Bentes, S.R., Menezes, R. & Ferreira, N.B. (2013). On the asymmetric behaviour of stock market volatility: evidence from three countries. International Journal of Academic Research. 5 (4), 24-32, Ciência-IUL
Portela, S. & Menezes, R. (2013). A semi-markov model of customer lifetime in the Portuguese fixed telecommunications industry. International Journal of Academic Research. 5 (1), 153-158, Ciência-IUL
Ferreira, N., Menezes, R. & Oliveira, M. M. (2013). Structural breaks and cointegration analysis in the EU developed markets. International Journal of Latest Trends in Finance and Economics Sciences. 3 (4), 652-661, Ciência-IUL
Ferreira, N., Menezes, R. & Bentes, S. (2013). Globalization, regime-switching, and EU stock markets: the impact of the sovereign debt crises. International Journal of Latest Trends in Finance and Economics Sciences. 3 (3), 556-562, Ciência-IUL
Ferreira, N., Menezes, R. & Bentes, S. (2013). Cointegration and structural breaks in the PIIGS economies. International Journal of Latest Trends in Finance and Economics Sciences. 3 (4), 611-617, Ciência-IUL
Portela, S. & Menezes, R. (2013). Fundamentals of multiple events duration models. International Journal of Academic Research. 5 (5), 172-178, Ciência-IUL
Bentes, S. & Menezes, R. (2013). On the predictability of realized volatility using feasible GLS. Journal of Asian Economics. 28, 58-66, Ciência-IUL, Indexada (SCOPUS)
Souza, A. M., Souza, F. M. & Menezes, R. (2012). Procedure to evaluate multivariate statistical process control using ARIMA-ARCH models. Journal of Japan Industrial Management Association. 63 (2), 112-123, Ciência-IUL, Indexada (SCOPUS)
Menezes, R., Dionísio, A. & Hassani, H. (2012). On the globalization of stock markets: an application of vector error correction model, mutual information and singular spectrum analysis to the G7 countries. The Quarterly Review of Economics and Finance. 52 (4), 369-384, Ciência-IUL, Indexada (SCOPUS)
Bentes, S.R. & Menezes, R. (2012). Entropy: a new measure of stock market volatility?. Journal of Physics: Conference Series (JPCS). 394 (conference 1), 012033, Ciência-IUL, Indexada (SCOPUS/ISI)
Souza, A., Souza, F., Ferreira, N. B. & Menezes, R. (2011). Electrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues. Gestão da Produção, Operações e Sistemas. 6 (3), 23-39, Ciência-IUL
Menezes, R. & Dionísio, A. (2011). Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks. Chinese Science Bulletin. 56 (34), 3707-3716, Ciência-IUL, Indexada (SCOPUS/ISI)
Portela, S. & Menezes, R. (2011). On the use of discounted cash flow method on the customer valuation. International Journal of Latest Trends in Finance and Economics Sciences. 1 (1), 12-15, Ciência-IUL
Marchesan, T., Souza, A. & Menezes, R. (2011). Avaliação do processo de ensino: uma abordagem multivariada = Assessment of the teaching process: a multivariate approach. Produção. 21 (2), 271-283, Ciência-IUL, Indexada (SCOPUS)
Souza, A., Souza, F. & Menezes, R. (2011). Analysis of equilibrium in industrial variables through Error Correction Models. International Journal of Academic Research. 3 (1), 359-364, Ciência-IUL
Portela, S. & Menezes, R. (2011). Detecting customer defections: an application of continuous duration models. Journal of Global Strategic Management. 5 (1), 22-30, Ciência-IUL
Isfan, M., Menezes, R. & Mendes, D. A. (2010). Forecasting the Portuguese stock market time series by using artificial neural networks. Journal of Physics: Conference Series (JPCS). 221 (1), 1-13, Ciência-IUL, Indexada (SCOPUS)
Bentes, S. R., Menezes, R. & Mendes, D. A. (2008). Long memory and volatility clustering: is the empirical evidence consistent across stock markets?. Physica A. 387 (15), 3826-3830, Ciência-IUL, Indexada (SCOPUS/ISI)
Menezes, R. & Dionísio, A. (2008). Is price transmission symmetrical over transnational value chains for codfish products?. Aplimat - Journal of Applied Mathematics. 1 (2), 433-440, Ciência-IUL
Dionísio, A. , Menezes, R. & Mendes, D. A. (2007). On the integrated behaviour of non-stationary volatility in stock markets. Physica A. 382 (1), 58-65, Ciência-IUL, Indexada (SCOPUS/ISI)
Ferreira, N. B., Menezes, R. & Mendes, D. A. (2007). Asymmetric conditional volatility in international stock markets. Physica A. 382 (1), 73-80, Ciência-IUL, Indexada (SCOPUS/ISI)
Asche, F., Menezes, R. & Dias, J.F. (2007). Price transmission in cross boundary supply chains. Empirica. 34 (5), 477-489, Ciência-IUL, Indexada (SCOPUS)
Dionísio, A., Menezes, R., Mendes, D. & Vidigal da Silva, J. (2007). Nonlinear dynamics within macroeconomic factors and stock market in Portugal 1993-2003. Applied Econometrics and International Development. 7 (2), 57-71, Ciência-IUL
Dionísio, A. , Menezes, R. & Mendes, D.A. (2006). Entropy-based independence test. Nonlinear Dynamics. 44 (1-4), 351-357, Ciência-IUL, Indexada (SCOPUS/ISI)
Menezes, R., Ferreira, N.B. & Mendes, D.A. (2006). Co-movements and asymmetric volatility in the Portuguese and U.S. stock markets. Nonlinear Dynamics. 44 (1-4), 359-366, Ciência-IUL, Indexada (SCOPUS/ISI)
Dionísio, A., Menezes, R. & Mendes, D. A. (2006). An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market. European Physical Journal B. 50 (1-2), 161-164, Ciência-IUL, Indexada (SCOPUS/ISI)
Dionisio, A., Mendes, D.A., Menezes, R. & Silva, J.V. (2005). Linear and nonlinear dependence models of stock market returns. Social Science Research Network., Ciência-IUL
Dionísio, A. , Menezes, R. & Mendes, D.A. (2004). Mutual information: a measure of dependency for nonlinear time series. Physica A. 344 (1-2), Ciência-IUL, Indexada (SCOPUS/ISI)
Menezes, R., Dionísio, A. & Mendes, D.A. (2004). Asymmetric price transmission within the Portuguese stock market. Physica A. 344 (1-2), 312-316, Ciência-IUL, Indexada (SCOPUS/ISI)

Books

Ferreira, M. A. M., Menezes, R. & Catanas, F. (2004). Temas em Métodos Quantitativos 4. Lisboa. Edições Sílabo., Ciência-IUL
Ferreira, M. A. M., Menezes, R. & Cardoso, M. G. M. S. (2001). Temas em Métodos Quantitativos 2. Lisboa. Edições Sílabo., Ciência-IUL

Book Chapters

Diana Mendes, Rui Menezes, Andreia Dionísio (2009) "A hipótese de eficiência dos mercados revisitada: abordagem da dependência não-linear", SílaboMendes, D.A., Menezes, R. & Dionísio, A. (2009). A hipótese de eficiência dos mercados revisitada: abordagem da dependência não-linear. In Salgueiro, M.F., D.A. Mendes, e L.F. Martins (Ed.), Temas em Métodos Quantitativos. (pp. 29-47). Lisboa: Sílabo., Ciência-IUL
Sónia Margarida Ricardo Bentes, Rui Menezes, Diana Mendes (2009) "Entropic measures in nonlinear dynamics", SílaboBentes, S.R., Menezes, R. & Mendes, D.A. (2009). Entropic measures in nonlinear dynamics. In Salgueiro, M.F., D.A. Mendes, e L.F. Martins (Ed.), Temas em Métodos Quantitativos. (pp. 235-250). Lisboa: Sílabo., Ciência-IUL
Andreia Dionísio, Rui Menezes, Diana Mendes (2006) "O princípio da entropia máxima", SílaboDionísio, A. , Menezes, R. & Mendes, D.A. (2006). O princípio da entropia máxima. In Salgueiro, M.F., Lopes, M.J., Teixeira, A. (Ed.), Temas em Métodos Quantitativos. (pp. 31-39). Lisboa: Sílabo., Ciência-IUL
Rui Menezes (2004) "Estimation issues on the proportional hazards function applied to joblessness duration data", SílaboMenezes, R. (2004). Estimation issues on the proportional hazards function applied to joblessness duration data. In Ferreira, M.A., Menezes, R., Catanas, F. (Ed.), Temas em Métodos Quantitativos. (pp. 131-138). Lisboa: Sílabo., Ciência-IUL
Nuno Ferreira, Rui Menezes, Diana Mendes (2004) "O teste de raízes unitárias", SílaboFerreira, N.B., Menezes, R. & Mendes, D.A. (2004). O teste de raízes unitárias. In Ferreira, M.A., Menezes, R., Catanas, F. (Ed.), Temas em Métodos Quantitativos. (pp. 87-98).: Sílabo., Ciência-IUL
Andreia Dionísio, Rui Menezes, Diana Mendes (2004) "Informação mútua: uma medida de dependência não-linear", SílaboDionísio, A. , Menezes, R. & Mendes, D.A. (2004). Informação mútua: uma medida de dependência não-linear. In Ferreira, M.A., Menezes, R., Catanas, F. (Ed.), Temas em Métodos Quantitativos. (pp. 61-86). Lisboa: Sílabo., Ciência-IUL
Andreia Dionísio, Rui Menezes, Diana Mendes (2003) "A entropia como medida de informação na modelação económica", SílabooDionísio, A. , Menezes, R. & Mendes, D.A. (2003). A entropia como medida de informação na modelação económica. In Reis, E., Hill, M.M. (Ed.), Temas em Métodos Quantitativos. (pp. 193-212).: Sílaboo., Ciência-IUL
Rui Menezes (2001) "Work-history patterns and the costs of worker displacement", SílaboMenezes, R. (2001). Work-history patterns and the costs of worker displacement. In Ferreira, M.A., Menezes, R., Cardoso, M. (Ed.), Temas em Métodos Quantitativos. (pp. 233-252). Lisboa: Sílabo., Ciência-IUL
Rui Menezes (2000) "Work-history patterns and the process of labour market adjustment to displacement", SílaboMenezes, R. (2000). Work-history patterns and the process of labour market adjustment to displacement. In Reis, E., Ferreira, M.A. (Ed.), Temas em Métodos Quantitativos. (pp. 109-145). Lisboa: Sílabo., Ciência-IUL

Conference Proceedings

Menezes, R. & Bentes, S. (2015). Market integration and globalization of financial markets: Evidence from Portugal, Spain, UK, Japan and US. Proceedings of the 2100 Project Association Joint Conferences. 157-162, Ciência-IUL
Bentes, S., Oliveira, Á. & Menezes, R. (2015). Gold prices and equity market crises: how accurate are the forecasts from a nonlinear model?. Stochastic and Computational Finance., Ciência-IUL
Ferreira, N. B. & Menezes, R. (2014). Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis. Sixth Annual American Business Research Conference., Ciência-IUL
Menezes, R. (2014). An alternative method for the evaluation of a multivariate productive process in the presence of volatility. The 40th International Conference on Computers & Indutrial Engineering., Ciência-IUL
Menezes, R. & Portela, S. (2012). Interest Rate Changes and Stock Market Volatility: Recent Evidence from Europe. Proceedings of the 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems. 0-0, Ciência-IUL
Menezes, R. & Portela, S. (2012). The Dynamics of International Stock Markets: is there an integrated worldwide market for financial stock assets?. Global Business Development Institute (GBDI) International Conference. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2012). The dynamics of international stock markets: is there an integrated worldwide market for financial stock assets?. Proceedings of the Global Business Development Institute (GBDI) International Conference. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2012). A Semi-Markov Model of Customer Lifetime in the Portuguese Fixed Telecommunications Industry. Proceedings of the Global Business Development Institute (GBDI) International Conference. 0-0, Ciência-IUL
Menezes, R. & Portela, S. (2012). The Dynamics of International Stock Markets: is there an integrated worldwide market for financial stock assets?. Proceedings of the Global Business Development Institute (GBDI) International Conference. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2012). A semi-markov model of customer lifetime in the Portuguese fixed telecommunications industry. Proceedings of the Global Business Development Institute (GBDI) International Conference. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2012). A Semi-Markov Model of Customer Lifetime in the Portuguese Fixed Telecommunications Industry. Global Business Development Institute (GBDI) International Conference. 0-0, Ciência-IUL
Menezes, R. & Portela, S. (2012). Interest Rate Changes and Stock Market Volatility: Recent Evidence from Europe. 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems. 0-0, Ciência-IUL
Mendes, D. A., Mendes, V., Ferreira, N. B. & Menezes, R. (2010). Symbolic shadowing and the computation of entropy for observed time series. Econophysics Approaches to Large-Scale Business Data and Financial Crisis. 227-246, Ciência-IUL
Klidzio, R., Souza, A. & Menezes, R. (2010). Evaluation of the productive process by means of control charts in the presence of volatility. The International Multi-Conference on Complexity, Informatics and Cybernetics. 464-467, Ciência-IUL
Portela, S. & Menezes, R. (2010). The Duration of the Customer Relationship with Fixed Telecommunications Service Providers In Portugal using Survival Analysis. Proceedings of the International Multi-Conference on Complexity, Informatics, and Cybernetics. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2010). Determinants of Customer Churn in the Fixed Telecommunications Industry in Portugal: An Application of a Logit Model. Proceedings of the European Marketing Academy Conference. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2010). The duration of the costumer relationship with fixed telecommunications service providers in Portugal. The International Multi-Conference on Complexity, Informatics and Cybernetics. 451-456, Ciência-IUL
Portela, S. & Menezes, R. (2010). Applying Survival Analysis on Customer Churn Management. Proceedings of the European Marketing Academy Conference. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2010). Customer Management by Using Duration Models. Proceedings of the ALIO-INFORMS Joint International Meeting. 0-0, Ciência-IUL
Menezes, R. (2010). Price transmission and the globalization of stock markets: evidence from five countries. Perspectives on Econophysics II. 41-59, Ciência-IUL
Portela, S. & Menezes, R. (2009). On the use of survival analysis to improve customer management. Proceedings of the International Conference on Technology and Business Management. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2009). Modeling Customer Churn: An Application of Duration Models. Proceedings of the Australian and New Zealand Marketing Academy Conference, Melbourne. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2009). Customer churn management by using continuous survival analysis. Proceedings of the Academy of Marketing Annual Conference. 0-0, Ciência-IUL
Portela, S. & Menezes, R. (2009). A Logit Model of Customer Churn as a Way to Improve the Customer Retention Strategy in the Fixed Telecommunications Industry in Portugal. Proceedings of the Australian and New Zealand Marketing Academy Conference. 0-0, Ciência-IUL

Working Papers

Menezes, R. & Bentes, S. (2016). Hysteresis and Duration Dependence of Financial Crises in the US: Evi- dence from 1871-2016. Hysteresis and Duration Dependence of Financial Crises in the US: Evi- dence from 1871-2016. 1-59, Ciência-IUL
Menezes, R. & Dionísio, A. (2011). Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks. arXiv:1101.4093. 0-0, Ciência-IUL

Other publications

Diana Mendes, Rui Menezes, Orlando Gomes (2008) "Editorial", Mendes, D. A., Menezes, R. & Gomes, O. (2008). Editorial. Physica A: Statistical Mechanics and its Applications. 387 (15), V, Ciência-IUL

Printed in Scientific Book

Ferreira, M. A. M., Menezes, R. & Catanas, F. (2004). Temas em Métodos Quantitativos 4. Lisboa. Edições Sílabo., Ciência-IUL
Ferreira, M. A. M., Menezes, R. & Cardoso, M. G. M. S. (2001). Temas em Métodos Quantitativos 2. Lisboa. Edições Sílabo., Ciência-IUL

International Communications

Keynote Speaker

Menezes, R., Portela, S. & Bentes, S. (2012). Interest rate changes and stock market volatility: recent evidence from Europe. 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS 2012)., Ciência-IUL
Menezes, R. (2011). The impact of financial crises in EU stock markets. International Conference on Econophysics., Ciência-IUL
Souza, A., Souza, F. & Menezes, R. (2011). Industrial electrical energy supply to Rio Grande do Sul, Brazil, through forecast combination. International Conference on Econophysics., Ciência-IUL
Wolff, L., Santos, E., Souza, A. & Menezes, R. (2011). The behavior among the major stock exchanges in the world and the Brazilian BOVESPA index. International Conference on Econophysics., Ciência-IUL
Menezes, R. (2010). Long-run co-movements under globaliztion in the stock market: evidence from the G7. The 2nd International Workshop on Statistical Physics and Mathematics for Complex Systems., Ciência-IUL

Panel / Poster

Vale, S., Menezes, R. & Banerjee, K. (2012). Economic Growth of India: a Study based on enthalpy concept. the IIM Fnance conference in Kolkata ., Ciência-IUL
Portela, S. & Menezes, R. (2009). Duration Models of Independent Competing Risks: An Application to the Customer Churn. XI Latin American Workshop on Nonlinear Phenomena., Ciência-IUL

Oral Presentation

Bentes, S. & Menezes, R. (2016). Is stock market volatility asymmetric? New evidence under the last financial crisis. QMF - Quantitative Methods in Finance Conference 2016., Ciência-IUL
Bentes, S. & Menezes, R. (2016). An entropy approach to financial volatility: Evidence from the G7 countries. VBSF - 2016 Vietnam Symposium of Banking and Finance., Ciência-IUL
Bentes, S., Oliveira, Á. & Menezes, R. (2015). Gold prices and equity market crisis: How accurate are the forecasts from a nonlinear model?. International Conference on Stochastics and Computational Finance 2015 - from Academia to Industry., Ciência-IUL
Menezes, R. & Bentes, S. (2014). Market integration and the globalization of financial markets: Evidence from five countries. BS'14 - Fourth International Conference on Business Sustainability - Management, Technology and Learning for Individuals, Organizations and Society in Turbulent Environment., Ciência-IUL
Menezes, R. & Oliveira, Á. (2014). Stock market volatility changes in Europe: 1989-2014. ISF 2014 - The 34th International Symposium on Forecasting., Ciência-IUL
Mehauté, A., Tayurski, D., Menezes, R., Badialli, J.P. & Raynal, S. (2014). Innovation Management vs Fractal Infinite Paths Integral: How to overstep, financial controls and constructivist economic point of view. ENEC - International Conference on Econophysics, New Economy and Complexity Sciences., Ciência-IUL
Ferreira, N. B. & Menezes, R. (2014). Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis. 6th Annual American Business Research Conference., Ciência-IUL
Menezes, R. & Bentes, S. (2014). Market integration and globalization of financial markets: Evidence from Portugal, Spain, UK, Japan and US. BS'14 - Fourth International Conference on Business Sustainability 2014., Ciência-IUL
Menezes, R. & Oliveira, Á. (2014). Risk/return optimization in a global financialmarket system: interest rates vs. stock market returns. SPMCS 2014 - Statistical Physics and Mathematics for Complex Systems., Ciência-IUL
Ferreira, N. B., Menezes, R. & Oliveira, M.M. (2013). Cointegration and structural breaks in the EU Sovereign Debt Crisis. Finance and Economics Conference., Ciência-IUL
Portela, S. & Menezes, R. (2013). Estimating Customer Churn in the ADSL Industry in Portugal - An Application of Continuous Duration Models. International Conference on Applied Business and Economics., Ciência-IUL
Menezes, R. & Portela, S. (2012). The Dynamics of International Stock Markets: is there an integrated worldwide market for financial stock assets?. Global Business Development Institute (GBDI) International Conference., Ciência-IUL
Menezes, R. & Portela, S. (2012). Interest Rate Changes and Stock Market Volatility: Recent Evidence from Europe. 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems., Ciência-IUL
Menezes, R. & Portela, S. (2012). The dynamics of international stock markets: is there an integrated worldwide market for financial stock assets?. Global Business Development Institute (GBDI) International Conference., Ciência-IUL
Bentes, s. & Menezes, R. (2012). Entropy: a new measure of stock market volatility?. 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS 2012)., Ciência-IUL
Portela, S. & Menezes, R. (2012). A semi-markov model of customer lifetime in the Portuguese fixed telecommunications industry. 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS 2012)., Ciência-IUL
Portela, S. & Menezes, R. (2012). A Semi-Markov Model of Customer Lifetime in the Portuguese Fixed Telecommunications Industry. 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems., Ciência-IUL
Portela, S. & Menezes, R. (2012). A semi-markov model of customer lifetime in the Portuguese fixed telecommunications industry. Global Business Development Institute (GBDI) International Conference., Ciência-IUL
Ferreira, N. B., Menezes, R. & Bentes, S. (2012). EU severe debt crisis: strengthened links between interest rates and stock market returns. 6th CSDA International Conference on Computational and Financial Econometrics (CFE12)., Ciência-IUL
Portela, S. & Menezes, R. (2012). A Semi-Markov Model of Customer Lifetime in the Portuguese Fixed Telecommunications Industry. Global Business Development Institute (GBDI) International Conference., Ciência-IUL
Menezes, R. & Bentes, S. (2011). Persistence and cointegration in the global stock market: empirical evidence from Europe. Meetings of the Midwest Econometrics Group., Ciência-IUL
Bentes, S. & Menezes, R. (2011). Asymmetric transmission of long-run volatility in the stock market (part II). Meetings of the Midwest Econometrics Group., Ciência-IUL
Menezes, R., Dionísio, A. & Hassani, H. (2011). On the globalization of stock markets: an application of VECM, SSA and Mutual Information to the G7. ISF - The 31st International Symposium on Forecasting., Ciência-IUL
Menezes, R. & Bentes, S. (2011). Do interest rate changes affect stock market volatility?: the European Union experience. ECCS'11 - European Conference on Complex Systems., Ciência-IUL
Portela, S. & Menezes, R. (2011). On the use of continuous duration models to predict customer churn in the ADSL industry in Portugal. Meetings of the Midwest Econometrics Group., Ciência-IUL
Ferreira, N. B., Menezes, R. & Mendes, D. A. (2011). Regime-Switching Modelling of Globalization Analysis in the Context of Stock Markets under Sovereign Debt Crisis. Finance and Economics Conference., Ciência-IUL
Menezes, R. & Portela, S. (2011). Dynamic modeling of asymmetric signals in financial markets. International Conference on Econophysics., Ciência-IUL
Portela, S. & Menezes, R. (2011). On the use of continuous duration models to predict customer churn in the ADSL industry in Portugal. 2011 Meetings of the Midwest Econometrics Group., Ciência-IUL
Bentes, S. & Menezes, R. (2011). Asymmetric transmission of long-run volatility in the stock market. ECCS'11 - European Conference on Complex Systems., Ciência-IUL
Portela, S. & Menezes, R. (2010). Customer management by using duration models. ALIO-INFORMS Joint International Meeting., Ciência-IUL
Souza, A. & Menezes, R. (2010). An alternative method for the evaluation of a multivariate productive process in presence of volatility. The 40th International Conference on Computers & Industrial Engineering., Ciência-IUL
Menezes, R. & Portela, S. (2010). Determinants of Customer Churn in the Fixed Telecommunications Industry in Portugal: An Application of a Logit Model. European Marketing Academy Conference (EMAC)., Ciência-IUL
Menezes, R., Dionísio, A. & Mendes, D. A. (2010). An essay on mutual information and stock market globalization: evidence from the G7 countries. 1st Franco-Mongolian Workshop on Material Science: Theoretical and Experimental Aspects., Ciência-IUL
Portela, S. & Menezes, R. (2010). The Duration of the Customer Relationship with Fixed Telecommunications Service Providers In Portugal using Survival Analysis. International Multi-Conference on Complexity, Informatics, and Cybernetics., Ciência-IUL
Menezes, R. (2010). Price transmission and the globalization of stock markets: evidence from five countries. Perspectives on Econophysics II., Ciência-IUL
Klidzio, R., Souza, A. & Menezes, R. (2010). Evaluation of the productive process by means of control charts in the presence of volatility. The International Multi-Conference on Complexity, Informatics and Cybernetics., Ciência-IUL
Portela, S. & Menezes, R. (2010). An Empirical Investigation of the Factors that Influence the Customer Churn in the Portuguese Fixed Telecommunications Industry: A Survival Analysis Application. The Global Management, Accounting and Finance Research Conference., Ciência-IUL
Souza, A. & Menezes, R. (2010). Evaluation of volatility in industrial processes through ACP-GARCH models. ALIO-INFORMS Joint International Meeting., Ciência-IUL
Portela, S. & Menezes, R. (2010). Applying Survival Analysis on Customer Churn Management. European Marketing Academy Conference (EMAC)., Ciência-IUL
Portela, S. & Menezes, R. (2010). Customer Management by Using Duration Models. ALIO-INFORMS Joint International Meeting., Ciência-IUL
Portela, S. & Menezes, R. (2009). Customer Churn Management by using Continuous Survival Analysis. Academy of Marketing Annual Conference., Ciência-IUL
Menezes, R. & Portela, S. (2009). A Logit Model of Customer Churn as a Way to Improve the Customer Retention Strategy in the Fixed Telecommunications Industry in Portugal. Australian and New Zealand Marketing Academy Conference., Ciência-IUL
Menezes, R., Ferreira, A. & Portela, S. (2009). Unemployment duration among young graduate job seekers. APFA 7., Ciência-IUL
Ferreira, N. B., Menezes, R. & Mendes, D. A. (2009). Regime-Switching modelling of globalization analysis in International stock markets. Finance and Economics Conference., Ciência-IUL
Portela, S. & Menezes, R. (2009). Predicting the Customer Lifetime in the Portuguese Fixed Telecommunications Industry An Application of Survival Analysis Modelling. APFA 7., Ciência-IUL
Portela, S. & Menezes, R. (2009). Analysing the Customer Churn Risk using Duration Models. International Conference on Interdisciplinary Mathematical and Statistical Techniques (IMST)., Ciência-IUL
Portela, S. & Menezes, R. (2009). Parametric Estimation of the Customer Churn Risk. Applied Statistics 2009., Ciência-IUL
Portela, S. & Menezes, R. (2009). Modeling Customer Churn: An Application of Duration Models. Australian and New Zealand Marketing Academy Conference., Ciência-IUL
Portela, S. & Menezes, R. (2009). Modelling Customer Lifetime in a Contractual Setting Using Duration Models: The Case of the Portuguese Fixed Telecommunications Industry. 8th International Conference on Applied Mathematics (APLIMAT 2009)., Ciência-IUL
Portela, S. & Menezes, R. (2009). On the Use of Survival Analysis to Improve Customer Management. International Conference on Technology and Business Management (ICTBM)., Ciência-IUL

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