A search for long-range dependence and chaotic structure in Indian stock market
Ritesh Kumar Mishra; Sanjay Sehgal; N. R. Bhanumurthy
| Year of publication: |
2011
|
|---|---|
| Authors: | Mishra, Ritesh Kumar ; Sehgal, Sanjay ; Bhanumurthy, N. R. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 20.2011, 2, p. 96-104
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| Subject: | Random walk | Long-memory | Nonlinear dependence | Deterministic chaos | Chaostheorie | Chaos theory | Zeitreihenanalyse | Time series analysis | Indien | India | Random Walk | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009271745