Ginanjar Dewandaru

Economics and Econometrics · 2014–2019

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ginanjar Dewandaru trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Daniel Oliveira Cajueiro
  2. Benjamin Miranda Tabak

Papers from Ginanjar Dewandaru's perspective

Ordered by how strongly the researchers Ginanjar Dewandaru trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
  2. Long-range dependence and multifractality in the term structure of LIBOR interest rates
  3. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  4. Scaling behaviors in differently developed markets
  5. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  6. Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
  7. A multifractal approach for stock market inefficiency
  8. Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis
  9. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach
  10. No Contagion, Only Interdependence: Measuring Stock Market Comovements

Their papers