Benjamin M. Tabak

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2EEBenjamin M. Tabak, Eduardo J. A. Lima: Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules. European Journal of Operational Research 194(3): 814-820 (2009)
1EEDaniel O. Cajueiro, Benjamin M. Tabak: The rescaled variance statistic and the determination of the Hurst exponent. Mathematics and Computers in Simulation 70(3): 172-179 (2005)

Coauthor Index

1Daniel O. Cajueiro [1]
2Eduardo J. A. Lima [2]

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Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)