Paper Title:

Long Correlations Applied to the Study of Agricultural Indices in Comparison with the S&P500 index

Author(s):

M. C. Mariani, J. Libbin, M.P. Beccar Varela,
V. Kumar Mani, C. Erickson, D.J. Valles Rosales

Department of Mathematical Sciences,
Science Hall 236, New Mexico State University,
Las Cruces, NM 88003-8001,
USA.
mmariani@nmsu.edu 
 
 

Abstract:

Long-time correlations in agricultural indices are studied and their behavior is compared to the well-established S&P500 index. Hurst exponent and Detrended Fluctuation Analysis (DFA) techniques are used in this analysis. We detected long-correlations in the agricultural indices and briefly discussed some features specific in comparison to the S&P500 index.

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