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| 2009 | ||
|---|---|---|
| 2 | EE | Benjamin 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) |
| 2005 | ||
| 1 | EE | Daniel 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) |
| 1 | Daniel O. Cajueiro | [1] |
| 2 | Eduardo J. A. Lima | [2] |