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Inefficiency in Latin-American market indices · Study

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ArticleInefficiency in Latin-American market indices

Luciano Zunino2007

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Articlebronze2007

Inefficiency in Latin-American market indices

Luciano Zunino · Benjamin Miranda Tabak · Darı́o G. Pérez · M. Garavaglia · Osvaldo Anibal Rosso

48 citations·0/0 files stored·The European Physical Journal B

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

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 1993A long memory property of stock market returns and a new model 1996Statistics for Long-Memory Processes.1998Wavelet analysis of long-range-dependent traffic 1989On the spectrum of fractional Brownian motions 2004Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 2004Time-dependent Hurst exponent in financial time series

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2010THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE

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Year2007

Typearticle

Published2007-11-01

VenueThe European Physical Journal B

ISSN-L1434-6028

Languageen

Citations48

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1140/epjb/e2007-00316-y

openalex_workW2066413774

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