%0 Journal Article %1 Cajueiro2004a %A Cajueiro, Daniel O. %A Tabak, Benjamin M. %D 2004 %J Physica A: Statistical Mechanics and its Applications %K Long-range dependence %N 3-4 %P 656--664 %T Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions %U http://www.sciencedirect.com/science/article/B6TVG-4CK1PYH-2/1/db3efc30244775a756ccb0321672b26b %V 342

@article{Cajueiro2004a, added-at = {2008-04-22T10:36:30.000+0200}, author = {Cajueiro, Daniel O. and Tabak, Benjamin M.}, biburl = {https://www.bibsonomy.org/bibtex/2c3a6db8ca8cdcf1cf4094182bcbf47ee/smicha}, day = 01, description = {Physica A}, interhash = {25a3421ca76c34b4e5a9f2bb90339666}, intrahash = {c3a6db8ca8cdcf1cf4094182bcbf47ee}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Long-range dependence}, month = Nov, number = {3-4}, pages = {656--664}, timestamp = {2008-04-22T10:44:19.000+0200}, title = {Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions}, url = {http://www.sciencedirect.com/science/article/B6TVG-4CK1PYH-2/1/db3efc30244775a756ccb0321672b26b}, volume = 342, year = 2004 }