SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Long-range correlations and nonstationarity in the Brazilian stock market · Study

ArticleShelves

ArticleLong-range correlations and nonstationarity in the Brazilian stock market

Unknown author2003

OA

Articlegreen2003

Long-range correlations and nonstationarity in the Brazilian stock market

Unknown author

130 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 130 citations exist upstream.

References

2001Effect of trends on detrended fluctuation analysis 1995ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY 1999A Multifractal Walk down Wall Street 2003Scaling behaviors in differently developed markets 1997Coherent and random sequences in financial fluctuations 1999The behaviour of some UK equity indices: An application of Hurst and BDS tests 1998Multi-affine analysis of typical currency exchange rates

Cited by

2011The cross-correlations of stock markets based on DCCA and time-delay DCCA 2007Long-term memory and volatility clustering in high-frequency price changes 2005Application of multifractal measures to Tehran price index 2005Fourier-detrended fluctuation analysis 2011Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 2007Multifractal properties of Chinese stock market in Shanghai 2009Unifractality and multifractality in the Italian stock market

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysisarticle · 3 shared references 2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Originschapter · 3 shared references 2008Multifractal structure in Latin-American market indicesarticle · 3 shared references 2004Evidence of Crossover Phenomena in Wind-Speed Dataarticle · 3 shared references 2016Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysisarticle · 3 shared references 2019The high frequency multifractal properties of Bitcoinarticle · 3 shared references

Details

Year2003

Typearticle

Published2003-08-01

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations130

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1016/s0378-4371(03)00607-1

openalex_workW1973203233

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2011Are European equity markets efficient? New evidence from fractal analysis