Work

Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach

Year: 2022

Type: article

Source: Fluctuation and Noise Letters

DOI: 10.1142/s021947752250033x

Authors: E. F. Guedes, R. P. C. Santos, L. H. R. Figueredo, P. A. da Silva, R. M. T. S. Dias, G. F. Zebende

Institutions: Universidade Federal do Recôncavo da Bahia, Universidade Estadual de Feira de Santana, Jorge Amado University Center, Universidade Politécnica de Setúbal

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4220733670

FWCI: 3.377

Cites: 62

Cited by: 22

Related to: 10