Long-range correlations and nonstationarity in the Brazilian stock market (Q1409103)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-range correlations and nonstationarity in the Brazilian stock market |
scientific article |
Statements
Long-range correlations and nonstationarity in the Brazilian stock market (English)
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5 October 2003
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Ibovespa index
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Hurst exponent
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multifractional Brownian motion
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