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Application of isobars to stock market indices
- 1.0352601 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Ivanková, Kristýna
Application of isobars to stock market indices.
Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010. České Budějovice: University of South Bohemia, 2010 - (Houda, M.; Friebelová, J.), s. 296-301. ISBN 978-80-7394-218-2.
[Mathematical Methods in Economics. Ceske Budejovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : isobars * efficient market hypothesis * nonparametric regression * extreme value theory
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/ivankova-application of isobars to stock market indices.pdf
Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.
Permanent Link: http://hdl.handle.net/11104/0192076
Number of the records: 1