Search for content and authors |
Stock Indices for emerging markets. |
Krzysztof Karpio 1, Arkadiusz J. Orłowski 1,2 |
1. Szkoła Główna Gospodarstwa Wiejskiego (SGGW), Nowoursynowska 166, Warszawa 02-787, 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. |
Legal notice |
|
Related papers |
Presentation: Oral at 4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", by Krzysztof KarpioSee 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 |