Some comments on Hurst exponent and the long memory processes on capital markets

By M. A. S. Granero, J. E. Segovia, J. G. Pérez. 2008

267 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c790cc2d3d227cab9c0b2746c6835fc03e372ee0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. K. Lim
2. R. Brooks
3. Jae Hyun Kim

In Finance

1. K. Lim
2. R. Brooks
3. Jae Hyun Kim

Citations in the corpus

• The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, background): “Other studies with negative evidence include Barkoulas and Baum (1996), Jacobsen (1996), Kilic (2004), Ma et al. (2006), Elder and Serletis (2007), Batten et al. (2008), Granero et al. (2008), Oh et al. (2008) and Serletis et al. (2008).”