Testing for long-range dependence in world stock markets

Chaos, Solitons and Fractals

Volumn 37, Issue 3, 2008, Pages 918-927

  Cajueiro, Daniel O ^a   Tabak, Benjamin M ^b  

^a UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

^b BANCO CENTRAL DO BRASIL   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC ANALYSIS; MATHEMATICAL MODELS; RISK ASSESSMENT;

EQUITY RETURNS; TRADITIONAL OPTION PRICES; WORLD STOCK MARKETS;

STATISTICAL METHODS;

EID: 40249086625     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2006.09.090     Document Type: Article

References (27)