The behaviour of some UK equity indices: An application of Hurst and BDS tests1
Kwaku K. Opong,
Gwyneth Mulholland,
Alan F. Fox and
Kambiz Farahmand
Journal of Empirical Finance, 1999, vol. 6, issue 3, 267-282
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:6:y:1999:i:3:p:267-282
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