Testing for long-range dependence in world stock markets

DOI10.1016/J.CHAOS.2006.09.090zbMATH Open1136.91557OpenAlexW2073362545MaRDI QIDQ2425502FDOQ2425502

Benjamin Miranda Tabak, D. O. Cajueiro

Publication date: 5 May 2008

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

Full work available at URL: https://repositorio.ucb.br:9443/jspui/handle/123456789/7353

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

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Cited In (7)

• Long-range dependence of time series for MSFT data of the prices of shares and returns
• A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe
• Testing for long-range dependence in the Brazilian term structure of interest rates
• Stability Testing of Stock Returns Connections
• Self-similarity in financial markets: a fractionally integrated approach
• Disturbances and complexity in volatility time series
• Title not available (Why is that?)

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