期刊
EUROPEAN PHYSICAL JOURNAL B
卷 20, 期 4, 页码 527-530出版社
SPRINGER-VERLAG
DOI: 10.1007/s100510170233
关键词
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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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