Stock Indices for emerging markets.

Krzysztof Karpio 1Arkadiusz J. Orłowski 1,2

1. Szkoła Główna Gospodarstwa Wiejskiego (SGGW), Nowoursynowska 166, Warszawa 02-787, Poland
2. Polska Akademia Nauk (PAN), Al. Lotników 32/46, Warszawa 02-668, Poland

Abstract

Stock market indices are analyzed for some European countries and New York DJIA. The analysis, based on the Hurst exponent and investment horizon approach is performed to find characteristic of emerging markets.

 

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Presentation: Oral at 4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", by Krzysztof Karpio
See On-line Journal of 4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Submitted: 2009-03-10 21:20
Revised:   2009-06-07 00:48