This study investigates the long-range dependence in the Italian financial market. The analysis has been conducted by the FTSE-MIB index and using same non parametric techniques. The overall results suggest that the market is serially correlated.
Long-range Dependence in the Italian Stock Market / RICCIARDO LAMONICA, Giuseppe. - In: THE EMPIRICAL ECONOMICS LETTERS. - ISSN 1681-8997. - ELETTRONICO. - 12:5(2013), pp. 513-519.
Long-range Dependence in the Italian Stock Market
RICCIARDO LAMONICA, Giuseppe
2013-01-01
Abstract
This study investigates the long-range dependence in the Italian financial market. The analysis has been conducted by the FTSE-MIB index and using same non parametric techniques. The overall results suggest that the market is serially correlated.File in questo prodotto:
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