@mastersthesis{mastersthesisd643bae0,
title   = {Market efficiency and long-term memory: analyzing financial markets through the Hurst exponent},
author = {Gasparotto, Angelica Castilho and Lima, Fabiano Guasti},
year = {2024},
doi = {10.11606/D.96.2024.tde-20022025-090058},
school = {Universidade de São Paulo}
}