{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q2484774","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q2484774","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q2484774","kernelVersion":"v1","immutable":true,"modified":"2026-01-05T02:19:53Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q2484774","name":"Testing for long range dependence in banking equity indices","headline":"Testing for long range dependence in banking equity indices","description":"scientific article; zbMATH DE number 2189748","url":"https://portal.mardi4nfdi.de/entity/Q2484774","datePublished":"2005-08-01","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q601335"},{"@id":"https://portal.mardi4nfdi.de/entity/Q508313"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q168770"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1016/J.CHAOS.2005.03.026","url":"https://doi.org/10.1016/J.CHAOS.2005.03.026"},"sameAs":["https://doi.org/10.1016/J.CHAOS.2005.03.026"],"citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q1391610"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1821471"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1766633"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1771654"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3953065"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4039736"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4271324"},{"@id":"https://portal.mardi4nfdi.de/entity/Q699423"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1297904"}]},"provenance":{"prov:generatedAtTime":"2026-01-05T02:19:53Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}