Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Year of publication: |
2012
|
---|---|
Authors: | Ferreira, Paulo |
Institutions: | Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora |
Subject: | Serial dependence | Stock indexes | Mutual information | Detrended fluctuation analysis | Nonlinearities |
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