Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
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More about this item
KeywordsSerial dependence; Stock indexes; Mutual information; Detrended fluctuation analysis; Nonlinearities.;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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