Long-term memory in Euronext stock indexes returns: an econophysics approach
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DOI: http://dx.doi.org/10.15208/beh.2018.59
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More about this item
Keywords
Long-term memory; rescaled-range analysis; detrended fluctuation analysis; Hurst exponent; Euronext; efficient market hypothesis;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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