Journal
EUROPEAN PHYSICAL JOURNAL B
Volume 20, Issue 4, Pages 527-530Publisher
SPRINGER-VERLAG
DOI: 10.1007/s100510170233
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Long-time correlations in both well-developed and emerging market indexes are studied. The Hurst exponent as well as detrended fluctuations analysis (DFA) are used as technical tools. Some features that seem to be specific for developing markets are discovered and briefly discussed.
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