Maria Beccar-Varela

University of Texas at El Paso

500 West University

El Paso, TX TX 79968-0545

United States

SCHOLARLY PAPERS

2

DOWNLOADS

91

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Long Correlations and Levy Models Applied to the Study of Memory Effects in High Frequency (Tick) Data

Physica A, 389(8), April 2010, pp 1653-1664
Number of pages: 12 Posted: 26 May 2012 Last Revised: 23 Mar 2018
Maria Mariani, Ionut Florescu, Maria Beccar-Varela and Emmanuel Ncheuguim
University of Texas at El Paso, Stevens Institute of Technology, University of Texas at El Paso and New Mexico State University
Downloads 91 (288,562)

Abstract:

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EAFE Index, International stock market indices, Detrended fluctuation analysis, R/S Analysis

2.

Study of Memory Effects in International Market Indices

M.C. Mariani, I. Florescu, M.P. Beccar Varela, E. Ncheuguim, Study of memory effects in international market indices, Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 8, 15 April 2010, Pages 1653-1664, ISSN 0378-4371
Posted: 06 Jan 2016 Last Revised: 23 Mar 2018
Maria Mariani, Ionut Florescu, Maria Beccar-Varela and Emmanuel Ncheuguim
University of Texas at El Paso, Stevens Institute of Technology, University of Texas at El Paso and New Mexico State University

Abstract:

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EAFE index; International stock market indices; Detrended fluctuation analysis; R/S analysis