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Volumn 26, Issue 5, 2005, Pages 1423-1428
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Testing for long range dependence in banking equity indices
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Author keywords
[No Author keywords available]
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Indexed keywords
CHAOS THEORY;
MATHEMATICAL MODELS;
MATRIX ALGEBRA;
NONLINEAR EQUATIONS;
RISK MANAGEMENT;
SOLITONS;
THEOREM PROVING;
BANKING INDICES;
HURST ANALYSIS;
PORTFOLIO MANAGERS;
VOLATILITY;
PROBLEM SOLVING;
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EID: 20444455400
PISSN: 09600779
EISSN: None
Source Type: Journal
DOI: 10.1016/j.chaos.2005.03.026 Document Type: Article |
Times cited : (12)
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References (13)
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