23 citations · 59 across the 4 of their papers we have counts for
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q-fin.ST2015★ 23 cited
Analysis of cyclical behavior in time series of stock market returns
Djordje Stratimirovic, Darko Sarvan, Vladimir Miljkovic +1
In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed e…
q-fin.ST2014★ 4 cited
Scaling analysis of time series of daily prices from stock markets of transitional economies in the Western Balkans
Darko Sarvan, Djordje Stratimirovic, Suzana Blesic +1
In this paper we have analyzed scaling properties of time series of stock market indices (SMIs) of developing economies of Western Balkans, and have compared the results we have ob…