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0349571 - ÚTIA 2011 GB eng J - Journal Article
Krištoufek, Ladislav
On spurious anti-persistence in the US stock indices.
Chaos Solitons & Fractals. Roč. 43, č. 1 (2010), s. 68-78. ISSN 0960-0779. E-ISSN 1873-2887
R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965
Grant - others:GA UK(CZ) 118310
Institutional research plan: CEZ:AV0Z10750506
Keywords : econophysics * long-range dependence
Subject RIV: AH - Economics
Impact factor: 1.267, year: 2010
http://library.utia.cas.cz/separaty/2010/E/kristoufek-on spurious anti-persistence in the us stock indices.pdf
Permanent Link: http://hdl.handle.net/11104/0189771