Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
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References listed on IDEAS
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"Are European equity markets efficient? New evidence from fractal analysis,"
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- Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014. "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 140-153.
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More about this item
- G1 - Financial Economics - - General Financial Markets
- F3 - International Economics - - International Finance
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