Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development

T Di Matteo, T Aste, M M Dacorogna

Research output: Contribution to journal › Article › peer-review

321 Citations (Scopus)

Original language	English
Pages (from-to)	827 - 851
Number of pages	25
Journal	Journal of Banking and Finance
Volume	29
Issue number	4
Publication status	Published - Apr 2005

Cite this

@article{19f3bf98fa264655b4f554497ffd98a6,

title = "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development",

author = "{Di Matteo}, T and T Aste and Dacorogna, {M M}",

year = "2005",

month = apr,

language = "English",

volume = "29",

pages = "827 -- 851",

journal = "Journal of Banking and Finance",

publisher = "Elsevier",

number = "4",

}