Testing for time-varying long-range dependence in real state equity returns

Chaos, Solitons and Fractals

Volumn 38, Issue 1, 2008, Pages 293-307

  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

COST ACCOUNTING; NUMERICAL METHODS; REAL TIME CONTROL; RISK MANAGEMENT;

ASSET PRICING; HURST EXPONENTS; REAL ESTATE EQUITY MARKETS;

ASSET MANAGEMENT;

EID: 41849137604     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2006.11.023     Document Type: Article

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