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  1. 1.
    0381818 - ÚTIA 2013 RIV NL eng J - Journal Article
    Krištoufek, Ladislav - Vošvrda, Miloslav
    Measuring capital market efficiency: Global and local correlations structure.
    Physica. A : Statistical Mechanics and its Applications. Roč. 392, č. 1 (2013), s. 184-193. ISSN 0378-4371. E-ISSN 1873-2119
    R&D Projects: GA ČR(CZ) GBP402/12/G097
    Institutional support: RVO:67985556
    Keywords : Capital market efficiency * Fractal dimension * Long-range dependence * Short-range dependence
    Subject RIV: AH - Economics
    Impact factor: 1.722, year: 2013
    http://library.utia.cas.cz/separaty/2012/E/kristoufek-measuring capital market efficiency global and local correlations structure.pdf
    Permanent Link: http://hdl.handle.net/11104/0212200
     
     

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