Pages that link to "Item:Q1409103"
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The following pages link to Long-range correlations and nonstationarity in the Brazilian stock market (Q1409103):
Displayed 12 items.
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Investigation on financial crises with the negative-information-propagation-induced model (Q1620427) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- The cross-correlation analysis of multi property of stock markets based on MM-DFA (Q2147706) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- Modified generalized sample entropy and surrogate data analysis for stock markets (Q2199610) (← links)
- MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857) (← links)
- HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (Q3427085) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)