Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

T. Di Matteo, T. Aste and Michel Dacorogna

Journal of Banking & Finance, 2005, vol. 29, issue 4, 827-851

Date: 2005
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Citations: View citations in EconPapers (202)

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Working Paper: Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2005)
Working Paper: Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:29:y:2005:i:4:p:827-851

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