Long-range dependence in Indian stock market : a study of Indian sectoral indices
Year of publication: |
2014
|
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Authors: | Kumar, Dilip |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 9.2014, 4, p. 505-519
|
Subject: | Hurst exponent | Detrended fluctuation analysis (DFA) | Local Whittle | Long-range dependence | Indien | India | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Aktienmarkt | Stock market |
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