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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| Format: | article |
| Language: | eng |
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2014
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| Online Access: | http://hdl.handle.net/10400.22/4504 |
| Country: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/4504 |