Ranking efficiency for emerging equity markets. II

DOI10.1016/j.chaos.2004.05.009zbMath1091.91509OpenAlexW2078412593MaRDI QIDQ1771654

Daniel O. Cajueiro, Benjamin Miranda Tabak

Publication date: 18 April 2005

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

Full work available at URL: https://repositorio.ucb.br:9443/jspui/handle/123456789/7903

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites Work

• Ranking efficiency for emerging markets
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Long-Term Memory in Stock Market Prices