Are Pound and Euro the Same Currency?
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- Andrew W. Lo, 1989.
"Long-term Memory in Stock Market Prices,"
NBER Working Papers
2984, National Bureau of Economic Research, Inc.
- Ausloos, M & Ivanova, K, 2000. "Introducing False EUR and False EUR exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 286(1), pages 353-366.
- Cajueiro, Daniel O & Tabak, Benjamin M, 2004. "The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(3), pages 521-537.
- K. Ivanova & M. Ausloos, 2001. "False EUR exchange rates vs. DKK, CHF, JPY and USD. What is a strong currency?," Papers cond-mat/0103033, arXiv.org.
- Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999.
"Stock market prices and long-range dependence,"
Finance and Stochastics,
Springer, vol. 3(1), pages 1-13.
- Tom Doan, . "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components RTZ00167, Boston College Department of Economics.
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