%0 Journal Article %1 Cajueiro2005b %A Cajueiro, Daniel O. %A Tabak, Benjamin M. %D 2005 %J Physica A: Statistical Mechanics and its Applications %K Emerging markets %N 3-4 %P 577--588 %T Testing for time-varying long-range dependence in volatility for emerging markets %U http://www.sciencedirect.com/science/article/B6TVG-4D98BVV-2/1/a84f56fb1f62537140dc293b15937305 %V 346

@article{Cajueiro2005b, added-at = {2008-04-22T10:36:30.000+0200}, author = {Cajueiro, Daniel O. and Tabak, Benjamin M.}, biburl = {https://www.bibsonomy.org/bibtex/26f741cfb48e8be45fd5f1385dedaea6b/smicha}, day = 15, description = {Physica A}, interhash = {f14a131da47ba096ba37e92c6ca1a101}, intrahash = {6f741cfb48e8be45fd5f1385dedaea6b}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Emerging markets}, month = Feb, number = {3-4}, pages = {577--588}, timestamp = {2008-04-22T10:44:18.000+0200}, title = {Testing for time-varying long-range dependence in volatility for emerging markets}, url = {http://www.sciencedirect.com/science/article/B6TVG-4D98BVV-2/1/a84f56fb1f62537140dc293b15937305}, volume = 346, year = 2005 }