Ranking efficiency for emerging markets

DOI10.1016/j.chaos.2004.02.005zbMath1090.91528MaRDI QIDQ1766633

Daniel O. Cajueiro, Benjamin Miranda Tabak

Publication date: 8 March 2005

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://repositorio.ucb.br:9443/jspui/handle/123456789/7916

Mathematics Subject Classification ID

91B26: Auctions, bargaining, bidding and selling, and other market models

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Cites Work

• Long-term dependence in stock returns
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Long-Term Memory in Stock Market Prices