Raquel
García Rubio
Profesora Titular de Universidad
Universidade de Santiago de Compostela
Santiago de Compostela, EspañaPublicaciones en colaboración con investigadores/as de Universidade de Santiago de Compostela (2)
2013
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How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis
Physica A: Statistical Mechanics and its Applications, Vol. 392, Núm. 7, pp. 1631-1637
2012
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Nonlinearity in Forecasting of High-Frequency Stock Returns
Computational Economics, Vol. 40, Núm. 3, pp. 245-264