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Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent
- 1.0370121 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Ivanková, Kristýna - Krištoufek, Ladislav - Vošvrda, Miloslav
Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent.
Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 300-305. ISBN 978-80-7431-058-4.
[Mathematical Methods in Economics 2011. Jánska Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GD402/09/H045
Grant - others:GA UK(CZ) 118310
Institutional research plan: CEZ:AV0Z10750506
Keywords : isoquantile * Hurst exponent * Efficient Market Hypothesis * stock market index * isobar
Subject RIV: AH - Economics
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
Number of the records: 1