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Disambiguation of "Cajueiro, Daniel O."

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Periodic market closures and the long-range dependence phenomena in the Brazilian equity market

, , and . Physica A: Statistical Mechanics and its Applications, 351 (2-4): 512--522 (Jun 15, 2005)

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Other publications of authors with the same name

Periodic market closures and the long-range dependence phenomena in the Brazilian equity market, , and . Physica A: Statistical Mechanics and its Applications, 351 (2-4): 512--522 (Jun 15, 2005)Time-varying long-range dependence in US interest rates, and . Chaos, Solitons & Fractals, 34 (2): 360--367 (October 2007)Testing for long range dependence in banking equity indices, and . Chaos, Solitons & Fractals, 26 (5): 1423--1428 (December 2005)Long-range dependence and multifractality in the term structure of LIBOR interest rates, and . Physica A: Statistical and Theoretical Physics, (Jan 1, 2007)Testing for long-range dependence in world stock markets, and . Chaos, Solitons & Fractals, 37 (3): 918--927 (August 2008)Ranking efficiency for emerging markets, and . Chaos, Solitons & Fractals, 22 (2): 349--352 (October 2004)Ranking efficiency for emerging equity markets II, and . Chaos, Solitons & Fractals, 23 (2): 671--675 (January 2005)Testing for time-varying long-range dependence in volatility for emerging markets, and . Physica A: Statistical Mechanics and its Applications, 346 (3-4): 577--588 (Feb 15, 2005)Is the expression H=1/(3-q) valid for real financial data?, and . Physica A: Statistical and Theoretical Physics, (Jan 1, 2007)The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient, and . Physica A: Statistical and Theoretical Physics, 336 (3-4): 521--537 (May 15, 2004)