id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-1827	FLIFEL, Kaouther	Financial Markets between Efficiency and Persistence: Empirical Evidence on Daily Data	2012	22	.pdf	application/pdf	12231	391	69	s some con s reason we summarize ndex returns on that sugg ment in whi e returns fr d in the pric etween the o s challenge correlation existence o istical V sho following re Merval there e markets. Therefo statistic R/S ponent (0<H ned as H ~ cording to t ed through R n has determ m correlation ent long CH encies based efore the pr y. elations are acteristics o f dependenc 383 a constant c of the river ratio of the of Hurst or e R of the p viation (St) y QT is writX X1T ∑ X he series.	cache/ajfa-1827.pdf	txt/ajfa-1827.txt