Long-term dependence in financial prices: evidence from the Belgian stock market returns
This article aims to contribute to the discussion of long-term dependence, focusing on the behavior of the main Belgian stock index. Non-parametric analyzes of the general characteristics of temporal frequency show that daily returns are non-ergodic and non-stationary. Therefore, we use the rescaled...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2014
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| Texto completo: | http://hdl.handle.net/10400.22/4504 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/4504 |