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Volumn 345, Issue 3-4, 2005, Pages 635-645
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Possible causes of long-range dependence in the Brazilian stock market
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Author keywords
Emerging markets; Hurst exponent; Long range dependence; Rank correlation
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Indexed keywords
DATA ACQUISITION;
INVENTORY CONTROL;
PROBLEM SOLVING;
STATISTICAL METHODS;
EMERGING MARKETS;
HURST EXPONENT;
LONG-RANGE DEPENDENCE (LRD);
RANK CORRELATION;
MARKETING;
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EID: 9644291530
PISSN: 03784371
EISSN: None
Source Type: Journal
DOI: 10.1016/S0378-4371(04)01005-2 Document Type: Article |
Times cited : (41)
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References (25)
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