Pregled bibliografske jedinice broj: 186950
Does the efficient market hypothesis hold? Evidence from six transition economies
Does the efficient market hypothesis hold? Evidence from six transition economies // Eastern European economics, 43 (2005), 4; 85-110 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 186950 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Does the efficient market hypothesis hold? Evidence from six transition economies
Autori
Jagrić, Timotej ; Podobnik, Boris ; Kolanović, Marko
Izvornik
Eastern European economics (0012-8775) 43
(2005), 4;
85-110
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
efficient market hypothesis; wavelet; Hurst exponent
Sažetak
We estimete Hurst exponents for several countries and show long-range correlations in financial indices.
Izvorni jezik
Engleski
Znanstvena područja
Fizika, Ekonomija
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Social Science Citation Index (SSCI)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
- EconLit
