Long-range correlations and nonstationarity in the Brazilian stock market (Q1409103)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1988116
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Long-range correlations and nonstationarity in the Brazilian stock market |
scientific article; zbMATH DE number 1988116 |
Statements
Long-range correlations and nonstationarity in the Brazilian stock market (English)
0 references
5 October 2003
0 references
Ibovespa index
0 references
Hurst exponent
0 references
multifractional Brownian motion
0 references
0.7756208181381226
0 references
0.7504433989524841
0 references
0.7390267252922058
0 references
