A search for long-range dependence and chaotic structure in Indian stock market
Year of publication: |
2011
|
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Authors: | Mishra, Ritesh Kumar ; Sehgal, Sanjay ; Bhanumurthy, N. R. |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 20.2011, 2, p. 96-104
|
Subject: | Random walk | Long-memory | Nonlinear dependence | Deterministic chaos | Indien | India | Chaostheorie | Chaos theory | Zeitreihenanalyse | Time series analysis | Random Walk | Börsenkurs | Share price | Aktienmarkt | Stock market |
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