SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET
Year of publication: |
2008
|
---|---|
Authors: | WILCOX, DIANE ; GEBBIE, TIM |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 11.2008, 07, p. 739-760
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Emerging markets | random matrices | random walk hypothesis | long memory |
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