Matos, José A.O.; Gama, Sı́lvio M.A.; Ruskin, Heather J. - In: Physica A: Statistical Mechanics and its Applications 342 (2004) 3, pp. 665-676
We analyse the PSI-20 (Portuguese Stock Index) data series from 1993 to 2001, with a view to examining the structure of the series, the appropriateness of the standard model forms for these data and evidence for market maturation.