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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- Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014. "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper 58942, University Library of Munich, Germany.
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More about this item
- G1 - Financial Economics - - General Financial Markets
- F3 - International Economics - - International Finance
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