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Long-range correlations and nonstationarity in the Brazilian stock market - MaRDI portal

Long-range correlations and nonstationarity in the Brazilian stock market (Q1409103)

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Long-range correlations and nonstationarity in the Brazilian stock market
scientific article

    Statements

    title
    Long-range correlations and nonstationarity in the Brazilian stock market (English)
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    author
    Rogério L. Costa
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    Giovani L. Vasconcelos
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    published in
    Physica A
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    publication date
    5 October 2003
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    zbMATH Keywords
    Ibovespa index
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    Hurst exponent
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    multifractional Brownian motion
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    Identifiers

    zbMATH DE Number
    1988116
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    arXiv ID
    cond-mat/0302342
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    OpenAlex ID
    W3099196597
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