Persistence Characteristics of Latin American Financial Markets
Year of publication: |
2004-09-18
|
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Authors: | KYAW, NYO NYO A. ; LOS, CORNELIS A. ; ZONG, SIJING |
Institutions: | EconWPA |
Subject: | Persistence | Hurst Exponent | Nonstationarity | Nonergodicity | Financial Markets | Latin America |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf. Kyaw, Nyo Nyo A., Los, Cornelis A. and Zong, Sijing, 'Persistence Characteristics of Latin American Financial Markets' (February 2003). Kent State University Finance Working Paper. |
Classification: | G15 - International Financial Markets ; G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing ; F31 - Foreign Exchange |
Source: |
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