Dr. Sónia R. Bentes
ISCAL – Lisbon Institute of Management and Accounting, Portugal
Email: smbentes@iscal.ipl.pt
Qualifications
Ph.D., ISCTE – IUL – Lisbon Institute of Sciences and Management, Lisbon, Portugal
M.Sc., ISCTE – IUL – Lisbon Institute of Sciences and Management, Lisbon, Portugal
B.Sc., University of Algarve (UAL), Faro, Portugal
Publications (Selected)
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Bentes, Sónia R. and Rui
Menezes (2013), On the long memory property of stock market volatility: An
overview, International Journal of
Academic Research Part A, 5 (1), January, 14-21.
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Bentes, Sónia R. and Navas, Raúl
(2013), The fundamental analysis: An overview, International Journal of the Latest Trends in Finance and
Economics Sciences, 3 (1) March, 389-393.
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Bentes, Sónia R., Menezes, Rui and
Ferreira, Nuno B. (2013), On the asymmetric behaviour of stock market
volatility: Evidence from three countries, International Journal of Academic Research Part A, 5 (4),
July, 24-32.
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Cruz, Manuel and Bentes, R.
Sónia (2013), The Seveso Directives and Their Application to Enterprise Risk
Management, International Journal of
the Latest Trends in Finance and Economics Sciences, 3 (3) September, in press.
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Bentes, Sónia R. and Menezes,
Rui (2013), On the predictability of realized volatility using feasible
GLS, Journal of Asian Economics (ACAES-FEG Special Issue: Econometrics
of Financial Markets) 28, October, 58-66.
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Bentes, Sónia R. e Ferreira,
Nuno B. (2013), A FIGARCH approach to stock market volatility: Evidence
fromPortugal,Ireland,Italy,GreeceandSpain, International Journal of Academic
Research Part A, 5 (6), November, 107-111.
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Bentes, Sónia R. e Vaz, Sílvia
(2013) Relationship between implied volatility and the underlying in major
international stock markets, International
Journal of Academic Research Part A, 5 (6), November, in press.
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Bentes, Sónia R. and Rui
Menezes (2012), Entropy: A new measure of stock market volatility? Journal of Physics – Conference Series 394, 012033.
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Bentes, Sónia R. and Kedarnath Banerjee (2011),
On the limitations of Government Spending in Business Sustainability 2.0 – Management, Technology and Learning
for Individuals, Organizations and Society in Turbulent Environments edited by Goran D. Putnik and Paulo Ávila, 23-29.
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Bentes, Sónia R. (2011),
On the adequacy of entropy in assessing stock market volatility in Business Sustainability 2.0 – Management,
Technology and Learning for Individuals, Organizations and Society in Turbulent
Environments edited by Goran D. Putnik and Paulo Ávila, 99-104.1. Bentes, Sónia, S. Cortês, J. Esperança, and V. Simões, (1999), “The Development of the Venture Capital in Portugal”, IAPMEI.
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Bentes, Sónia, S. Cortês, J. Esperança, and V. Simões, (1999), “(Re) Birth of the Portuguese Venture Capital Industry”, IAPMEI, which has been distinguished with the “Best Paper Award”.
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Bentes, Sónia, R. Menezes and D. Mendes, (2008), “Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?”, Physica A, 387, 3826-3830.
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Bentes, Sónia, R. Menezes e D. Mendes, (2008), Stock market volatility: An approach based on Tsallis entropy, arXiv:0809.4570v1[q-fin.ST.]
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Bentes, Sónia, R. Menezes e D. Mendes, (2009), “Entropic measures in nonlinear dynamics”, Temas em Métodos Quantitativos 6, 235-250.
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Bentes, Sónia, (2010), Econophysics: A new discipline, Science and Culture, 76, 338-344. (Invited Review Paper).
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Bentes, Sónia (2010) A Statistical Physics Approach to Stock Market Volatility, Proceedings of the 1st Franco-Mongolian Workshop on Material Science, Oulan-Baatar.
Profile Details
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