Long Range Dependence in G7 Stock Markets’ Return Rates Using Mutual Information and Detrended Cross-Correlation Analysis

AuthID
P-00V-S71
2
Author(s)
Diomsio, A
Tipo de Documento
Article
Year published
2017
Publicado
in Journal for Studies in Economics and Econometrics, ISSN: 0379-6205
Volume: 41, Número: 1, Páginas: 55-72
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ISSN: 0379-6205
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