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

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