G7 Stock Markets: Who is The First to Defeat The DCCA Correlation?
Following the methodology of Ferreira and Dionísio (2016), the objective of this paper is to analyze the behavior stock markets in the G7 countries and find which of those countries is the first to reach levels of long-range correlations that are not significant. We carry out this analysis using det...
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| Format: | article |
| Language: | por |
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2016
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| Online Access: | http://hdl.handle.net/10174/19115 |
| Country: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/19115 |