Stock Indices for Emerging Markets |
| K. Karpioa, A.J. Orłowskia, b and P. Łukasiewicza
a Katedra Informatyki SGGW, Nowoursynowska 166, 02-787 Warszawa, Poland b Instytut Fizyki PAN, al. Lotników 32/46, 02-668 Warszawa, Poland |
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| Indices of selected financial markets from various parts of world, different sizes and levels of development are investigated. The local Hurst exponent is globally compared to log prices. Periodic changes in correlation coefficient are quantified via discrete Fourier transform. Local Hurst exponents spectra are discussed for investigated markets. |
| DOI: 10.12693/APhysPolA.117.619 PACS numbers: 89.65.Gh, 02.30.Nw |