Research Groups

Research Groups

Curriculum Vitae

Profile

Personal

Name Sónia Margarida Ricardo Bentes
Department
Category Assistant Professor
Research group Data Analytics
Last update Undefined

Contacts

E-mail
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Academic activities

Supervisions

Master Thesis

Danielle Cristina Pereira e Silva de Freitas, "Avaliação do Perfil de Liderança e seus Impactos nos Indicadores de Desempenho em Maternidade Pública do Estado do Rio de Janeiro", Sónia Margarida Ricardo Bentes, Master Thesis, Concluded, 2019
Catia Elken Magalhães Ferreira, "Valorização de Talentos dos Colaboradores em uma Empresa Pública", Sónia Margarida Ricardo Bentes, Master Thesis, Concluded, 2019
Patricia Martins Passos, "Validação de um sistema de classificação de pacientes para a prestação de cuidados de enfermagem em ambulatório de oncologia", Sónia Margarida Ricardo Bentes, Master Thesis, Concluded, 2019
Vasco Miguel de Assis dos Santos, "The Long Memory Behaviour of Stock Market Volatility: Evidence from the PIIGS Countries", Sónia Margarida Ricardo Bentes, Master Thesis, Concluded, 2013

Scientific Activities

Scientific Articles in International Journals

Bentes, S. (2018). Is stock market volatility asymmetric? A multi-period analysis for five countries . Physica A. 499, 258-265, Ciência-IUL, Indexada (SCOPUS/ISI)
Bentes, S. R. (2017). On the relation between implied and realized volatility indices: evidence from the BRIC countries. Physica A. 482, 243-248, Ciência-IUL, Indexada (SCOPUS/ISI)
Bentes, S. R. (2016). An entropy-based approach to stock market volatility: evidence from the G7s market indices. International Journal of Industrial and Systems Engineering. 24 (2), 158-177, Ciência-IUL, Indexada (SCOPUS)
Bentes, S. R. (2016). Long memory volatility of gold price returns: how strong is the evidence from distinct economic cycles?. Physica A. 443, 149-160, Ciência-IUL, Indexada (SCOPUS/ISI)
Bentes, S. R. (2016). On the conditional behavior of stock market volatility: a sub-sample analysis using the FIGARCH approach for developed and emerging markets. Acta Physica Polonica Series a. 129 (5), 997-1003, Ciência-IUL, Indexada (SCOPUS/ISI)
Bentes, S. R. (2015). On the integration of financial markets: how strong is the evidence from five international stock markets?. Physica A. 429, 205-214, Ciência-IUL, Indexada (SCOPUS/ISI)
Bentes, S. R. (2015). A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility. Physica A. 424, 105-112, Ciência-IUL, Indexada (SCOPUS/ISI)
Bentes, S. R. (2015). Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: new evidence. Physica A. 438, 355-364, Ciência-IUL, Indexada (SCOPUS/ISI)
Fandiño, A. M., Marques, C., Menezes, R. & Bentes, S. R. (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. A., Formiga, N. S., Menezes, R. & Bentes, S. 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
Bentes, Sonia R. (2014). Measuring persistence in stock market volatility using the FIGARCH approach. Physica A. 408, 190-197, Ciência-IUL, Indexada (SCOPUS/ISI)
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)
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)
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)

Conference Proceedings

Sonia R. Bentes, 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

Other Activities