Testing for long-range dependence in world stock markets
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Publication:2425502
DOI10.1016/J.CHAOS.2006.09.090zbMATH Open1136.91557OpenAlexW2073362545MaRDI QIDQ2425502FDOQ2425502
Authors: D. O. Cajueiro, Benjamin Miranda Tabak 
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
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Cites Work
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- Long-Term Memory in Stock Market Prices
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- Tests of long memory: a bootstrap approach
- Ranking efficiency for emerging markets
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Cited In (13)
- Long-range dependence of time series for MSFT data of the prices of shares and returns
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- Inefficiency in Latin-American market indices
- 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 banking equity indices
- 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?)
- Ranking efficiency for emerging markets
- Ranking efficiency for emerging equity markets. II
- Long-Term Memory in Stock Market Prices
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