| Document Date: 2013-01-15 22:04:51
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City N. / Crato / Lima / New York / / Company Neural Networks / Plenum Press / US Emerging / / Country Germany / Belgium / France / United States / Netherlands / Brazil / Australia / United Kingdom / Sweden / Spain / Denmark / / IndustryTerm financial services / absolute banking equity returns / finance / / Organization American Society of Civil Engineering / Banco Central do Brasil / / Person Benjamin Tabak / Asa Norte / Daniel O. Cajueiro / / PublishedMedium Physica A / Economics Letters / Review of Economics and Statistics / Journal of Econometrics / / Region East Israel / / Technology Simulation / /
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1 Testing for Long Range Dependence in Banking Equity Indices Daniel O. Cajueiro and Benjamin M. Tabak Abstract— This paper presents empirical evidence of long