Fractal analysis revisited: The case of the US industrial sector stocks
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References listed on IDEAS
- Philipp Sibbertsen, 2004. "Long memory versus structural breaks: An overview," Statistical Papers, Springer, vol. 45(4), pages 465-515, October.
- Onali, Enrico & Goddard, John, 2011.
"Are European equity markets efficient? New evidence from fractal analysis,"
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More about this item
KeywordsFractal geometry; Hurst exponent; long memory;
- G1 - Financial Economics - - General Financial Markets
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
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