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Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent
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SYSNO 0370121 Title Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent Author(s) Ivanková, Kristýna (UTIA-B) [E]
Krištoufek, Ladislav (UTIA-B) [E] RID, ORCID
Vošvrda, Miloslav (UTIA-B) [E] RIDSource Title Mathematical Methods in Economics 2011. S. 300-305. - Prague : Proffesional publishing, 2011 Conference Mathematical Methods in Economics 2011, Jánska Dolina, 06.09.2011-09.09.2011 Document Type Konferenční příspěvek (zahraniční konf.) Grant GD402/09/H045 GA ČR - Czech Science Foundation (CSF) 118310, CZ - Czech Republic CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords isoquantile * Hurst exponent * Efficient Market Hypothesis * stock market index * isobar URL http://library.utia.cas.cz/separaty/2012/E/ivankova-evaluating the efficient market hypothesis by means of isoquantile surfaces and the hurst exponent.pdf Permanent Link http://hdl.handle.net/11104/0204015
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