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Volumn 345, Issue 3-4, 2005, Pages 635-645

Possible causes of long-range dependence in the Brazilian stock market

Author keywords

Emerging markets; Hurst exponent; Long range dependence; Rank correlation

Indexed keywords

DATA ACQUISITION; INVENTORY CONTROL; PROBLEM SOLVING; STATISTICAL METHODS;

EID: 9644291530     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(04)01005-2     Document Type: Article
Times cited : (41)

References (25)
  • 11
    • 0001833551 scopus 로고
    • The capital asset pricing model: Some empirical tests
    • M. Jensen (Ed.), Praeger, New York
    • F. Black, M. Jensen, M. Scholes, The capital asset pricing model: some empirical tests, in: M. Jensen (Ed.), Studies in the Theory of Capital Markets, Praeger, New York, 1972.
    • (1972) Studies in the Theory of Capital Markets
    • Black, F.1    Jensen, M.2    Scholes, M.3
  • 16
    • 0003586464 scopus 로고
    • Plenum Press, New York
    • J. Feder, Fractals, Plenum Press, New York, 1988.
    • (1988) Fractals
    • Feder, J.1
  • 25


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.