Browsing by Author "Marques, C. Robalo"
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- On the Fisher-Konieczny index of price changes synchronizationPublication . Dias, D. A.; Marques, C. Robalo; Neves, P. D.; Silva, J. M. C. SantosThis note provides a structural interpretation for the index of price changes synchronization proposed by Fisher and Konieczny (2000, Economics Letters, 68, 271-277) and shows that it can be used to test the hypothesis of uniform staggering