Pages that link to "Item:Q2425502"
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The following pages link to Testing for long-range dependence in world stock markets (Q2425502):
Displaying 16 items.
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Stock market prices and long-range dependence (Q1297904) (← links)
- Long-term equity anticipation securities and stock market volatility dynamics (Q1302760) (← links)
- Long-term dependence in stock returns (Q1391610) (← links)
- Disturbances and complexity in volatility time series (Q1694527) (← links)
- Ranking efficiency for emerging markets (Q1766633) (← links)
- Ranking efficiency for emerging equity markets. II (Q1771654) (← links)
- Testing for long range dependence in banking equity indices (Q2484774) (← links)
- Stock volatility analysis in financial markets based on diffusion entropy (Q2924305) (← links)
- Stability Testing of Stock Returns Connections (Q3133368) (← links)
- Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
- (Q5503838) (← links)