Self-affinity in financial asset returns
Year of publication: |
2012
|
---|---|
Authors: | Goddard, John A. ; Onali, Enrico |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 24.2012, p. 1-11
|
Subject: | Market efficiency | Self-affinity | Fractional integration | Long memory | L-stable process | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria, (2013)
-
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S., (2015)
-
Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang, (2020)
- More ...
-
Unifractality and multifractality in the Italian stock market
Onali, Enrico, (2009)
-
Short and long memory in stock returns data
Goddard, John A., (2012)
-
Are European equity markets efficient? : new evidence from fractal analysis
Onali, Enrico, (2011)
- More ...