Work

Empirical evidence of long-range correlations in stock returns

Year: 2000

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/s0378-4371(00)00378-2

Author: Pilar Grau-Carles

Institution: Universidad Rey Juan Carlos

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2124127726

FWCI: 7.715

Cites: 16

Cited by: 114

Related to: 10