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Long-term dependence in financial prices: evidence from the Belgian stock marke...

Gomes, Luís Pereira

This article aims to contribute to the discussion of long-term dependence, focusing on the behavior of the main Belgian stock index. Non-parametric analyzes of the general characteristics of temporal frequency show that daily returns are non-ergodic and non-stationary. Therefore, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA), under the fractional Brownian motion approach,...


Persistence characteristics in financial prices: evidence from the portuguese s...

Gomes, Luís Pereira

The objective of this article is to provide additional knowledge to the discussion of long-term memory, leaning over the behavior of the main Portuguese stock index. The first four moments are calculated using time windows of increasing size and sliding time windows of fixed size equal to 50 days and suggest that daily returns are non-ergodic and non-stationary. Seeming that the series is best described by a fr...


Long-term memory in financial prices: evidence from the Dutch stock market returns

Gomes, Luís Pereira; Soares, Vasco J. S.; Gama, Sílvio M. A.; Matos, José A. O.

Prepared for presentation at the Portuguese Finance Network International Conference 2014, Vilamoura, Portugal, June 18-20 ; The purpose of this paper is to contribute to the discussion of long-term memory, focusing on the behavior of the main Dutch stock index.The analysis of the general characteristics of temporal frequency reveals that daily returns are non-ergodic, non-stationary and non-independent. Conse...


Development of new methodologies for C-H insertion

Gomes, Luís Filipe Rodrigues, 1984-

Tese de doutoramento, Farmácia (Química Farmacêutica e Terapêutica), Universidade de Lisboa, Faculdade de Farmácia, 2014 ; Antibiotics are a fundamental tool for modern medicine to treat bacterial infections. One of the first antibiotics to be discovered was penicillin which is a natural occurring β-lactam isolated form Penicillium fungi. β-lactam-derived antibiotics own a broad antibacterial spectrum, clinica...


The effect of pair bonding in Cabrera vole’s scent marking

Gomes, Luis; Salgado, Pedro; Barata, Eduardo Nuno; Mira, António

The Cabrera vole (Microtus cabrerae) is a rare rodent living in patchy grassy areas of the Iberian Peninsula where unpaired individuals of both sexes use scent marking primarily to increase their mate-finding likelihood. Cabrera voles establish long-term pair bonds with opposite-sex conspecifics constituting a breeding pair, which is expected to reduce the efforts in searching for a new mate. Under such circums...


Alarm scent-marking during predatory attempts in the Cabrera vole (Microtus cab...

Gomes, Luis; Salgado, Pedro; Barata, Eduardo Nuno; Mira, António

The alarm pheromones often released by animals under stressful situations seem to elicit behavioral changes in conspecifics, which in the appropriate context can be viewed as anti-predatory responses. However, the releasing of alarm pheromones associated with predatory events has not been demonstrated in mammals. In the current study with wild-caught Cabrera voles, we carried out experiments in the laboratory a...


The Role of Scent-marking in Patchy and Highly Fragmented Populations of the Ca...

Gomes, Luis; Mira, António; Barata, Eduardo Nuno

Rodent scent-marking is often used for territorial defense and self-advertisement, and both functions often entail the continuous scent-marking of a large area with high costs. In species with highly-fragmented populations and low density, in which the likelihood of social encounters is low,the costs of continuous scent-marking might exceed the associated fitness benefits; therefore, less intensive scent-markin...


HiBlood: um sistema integrado para a hemovigilância

Moniz, Maria Cláudia; Bem, Nuno; Neto, Óscar; Furnas, Igor; Gomes, Luís Mendes; Guerra, Hélia; Mendes, Armando B.

Conferência IADIS Ibero-Americana WWW/Internet 2013, São Leopoldo, RS, Brasil 21-23 Novembro. ; A hemovigilância é um procedimento, estabelecido pela World Health Organization, que é adoptado nas unidades de saúde para reduzir os riscos na administração de transfusões sanguíneas e na monitorização do uso de sangue. Apesar da evolução dos sistemas baseados em papel para sistemas informatizados, tal como o Grico...


Excitação paramétrica em tirantes de pontes

Gomes, Luís Miguel Lousas Carrilho

Tese de mestrado. Estruturas de Engenharia Civil. 2006. Faculdade de Engenharia. Universidade do Porto


Depressão, ansiedade e stresse em utentes de Cuidados de Saúde Primários

Apóstolo, João Luis Alves; Gomes, Luís Miguel Salvador Machado; Castro, Inês Barata de Sá e


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Fundação para a Ciência e a Tecnologia Universidade do Minho   Governo Português Ministério da Educação e Ciência Programa Operacional da Sociedade do Conhecimento União Europeia