On spurious anti-persistence in the US stock indices

Chaos, Solitons and Fractals

Volumn 43, Issue 1-12, 2010, Pages 68-78

  Kristoufek, Ladislav ^a,b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

Author keywords

[No Author keywords available]

Indexed keywords

ANTI PERSISTENCES; DETRENDED FLUCTUATION ANALYSIS; DETRENDING MOVING AVERAGES; GENERALIZED HURST EXPONENT; LONG RANGE DEPENDENCE; MODIFIED RESCALED RANGE ANALYSIS; MOVING AVERAGES; RESCALED RANGE ANALYSIS;

MATHEMATICAL TECHNIQUES;

EID: 78649236866     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2010.09.001     Document Type: Article

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