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Measuring capital market efficiency: Global and local correlations structure
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$a 10.1016/j.physa.2012.08.003 $2 DOI 100 $a 20121030d m y slo 03 ba 101 0-
$a eng $d eng 102 $a NL 200 1-
$a Measuring capital market efficiency: Global and local correlations structure 215 $a 10 s. 463 -1
$1 001 cav_un_epca*0257423 $1 011 $a 0378-4371 $e 1873-2119 $1 200 1 $a Physica. A : Statistical Mechanics and its Applications $v Roč. 392, č. 1 (2013), s. 184-193 $1 210 $c Elsevier 610 0-
$a Capital market efficiency 610 0-
$a Fractal dimension 610 0-
$a Long-range dependence 610 0-
$a Short-range dependence 700 -1
$3 cav_un_auth*0256902 $a Krištoufek $b Ladislav $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0101230 $a Vošvrda $b Miloslav $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2012/E/kristoufek-measuring capital market efficiency global and local correlations structure.pdf
Number of the records: 1