izvor podataka: crosbi
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Does the efficient market hypothesis hold? Evidence from six transition economies (CROSBI ID 111979)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Jagrić, Timotej ; Podobnik, Boris ; Kolanović, Marko
Does the efficient market hypothesis hold? Evidence from six transition economies // Eastern European economics, 43 (2005), 4; 85-110-x
Podaci o odgovornosti
Jagrić, Timotej ; Podobnik, Boris ; Kolanović, Marko
engleski
Does the efficient market hypothesis hold? Evidence from six transition economies
We estimete Hurst exponents for several countries and show long-range correlations in financial indices.
efficient market hypothesis; wavelet; Hurst exponent
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