| Some comments on Hurst exponent and the long memory processes on capital markets MAS Granero, JET Segovia, JG Pérez Physica A: Statistical Mechanics and its applications 387 (22), 5543-5551, 2008 | 333 | 2008 |
| Fractal dimension for fractal structures M Fernández-Martínez, MA Sánchez-Granero Topology and its Applications 163, 93-111, 2014 | 112 | 2014 |
| Introducing Hurst exponent in pair trading JP Ramos-Requena, JE Trinidad-Segovia, MA Sánchez-Granero Physica A: statistical mechanics and its applications 488, 39-45, 2017 | 76 | 2017 |
| Testing the efficient market hypothesis in Latin American stock markets MA Sánchez-Granero, KA Balladares, JP Ramos-Requena, ... Physica A: Statistical Mechanics and its Applications 540, 123082, 2020 | 66 | 2020 |
| Fractal dimension for fractal structures: A Hausdorff approach revisited M Fernández-Martínez, MA Sánchez-Granero Journal of Mathematical Analysis and Applications 409 (1), 321-330, 2014 | 63 | 2014 |
| Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series MJ Sánchez-Granero, M Fernández-Martínez, JE Trinidad-Segovia The European Physical Journal B 85, 1-13, 2012 | 56 | 2012 |
| Some comments on Bitcoin market (in) efficiency V Dimitrova, M Fernández-Martínez, MA Sánchez-Granero, ... PloS one 14 (7), e0219243, 2019 | 55 | 2019 |
| A characterization of non-archimedeanly quasimetrizable spaces FG Arenas, MA Sánchez-Granero Rend. Istit. Mat. Univ. Trieste Suppl 30, 21-30, 1999 | 49 | 1999 |
| An accurate algorithm to calculate the Hurst exponent of self-similar processes M Fernández-Martínez, MA Sánchez-Granero, JET Segovia, ... Physics Letters A 378 (32-33), 2355-2362, 2014 | 45 | 2014 |
| Measuring the self-similarity exponent in Lévy stable processes of financial time series M Fernández-Martínez, MA Sánchez-Granero, JET Segovia Physica A: Statistical Mechanics and its Applications 392 (21), 5330-5345, 2013 | 41 | 2013 |
| Fractal dimension for fractal structures: A Hausdorff approach M Fernández-Martínez, MA Sánchez-Granero Topology and its Applications 159 (7), 1825-1837, 2012 | 38 | 2012 |
| How to calculate the Hausdorff dimension using fractal structures M Fernández-Martínez, MA Sánchez-Granero Applied Mathematics and Computation 264, 116-131, 2015 | 36 | 2015 |
| The effect of the underlying distribution in Hurst exponent estimation MÁ Sánchez, JE Trinidad, J García, M Fernández PLoS One 10 (5), e0127824, 2015 | 36 | 2015 |
| A new fractal dimension for curves based on fractal structures M Fernández-Martínez, MA Sánchez-Granero Topology and its Applications 203, 108-124, 2016 | 30 | 2016 |
| A note on geometric method-based procedures to calculate the Hurst exponent JET Segovia, M Fernández-Martínez, MA Sánchez-Granero Physica A: Statistical Mechanics and its Applications 391 (6), 2209-2214, 2012 | 30 | 2012 |
| Diffusive and arrestedlike dynamics in currency exchange markets J Clara-Rahola, AM Puertas, MA Sanchez-Granero, JE Trinidad-Segovia, ... Physical review letters 118 (6), 068301, 2017 | 29 | 2017 |
| Counterexamples in theory of fractal dimension for fractal structures M Fernández-Martínez, M Nowak, MA Sánchez-Granero Chaos, Solitons & Fractals 89, 210-223, 2016 | 28 | 2016 |
| Extending the Fama and French model with a long term memory factor MN López-García, JE Trinidad-Segovia, MA Sánchez-Granero, ... European Journal of Operational Research 291 (2), 421-426, 2021 | 27 | 2021 |
| A comparison of three Hurst exponent approaches to predict nascent bubbles in S&P500 stocks M Fernández-Martínez, MA Sánchez-Granero, MJ Muñoz Torrecillas, ... Fractals 25 (01), 1750006, 2017 | 27 | 2017 |
| A characterization of self-similar symbolic spaces FG Arenas, MA Sánchez-Granero Mediterranean journal of mathematics 9 (4), 709-728, 2012 | 27 | 2012 |
JUAN E. TRINIDAD SEGOVIAProfessor of Finance, University of AlmeriaVerified email at ual.es