Number of the records: 1  

Measuring capital market efficiency: Global and local correlations structure

    1.
    SYSNO0381818
    TitleMeasuring capital market efficiency: Global and local correlations structure
    Author(s) Krištoufek, Ladislav (UTIA-B) [E] RID, ORCID
    Vošvrda, Miloslav (UTIA-B) [E] RID
    Source Title Physica. A : Statistical Mechanics and its Applications. Roč. 392, č. 1 (2013), s. 184-193. - : Elsevier
    Document TypeČlánek v odborném periodiku
    Grant GBP402/12/G097 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
    Institutional supportUTIA-B - RVO:67985556
    Languageeng
    CountryNL
    Keywords Capital market efficiency * Fractal dimension * Long-range dependence * Short-range dependence
    URL http://library.utia.cas.cz/separaty/2012/E/kristoufek-measuring capital market efficiency global and local correlations structure.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0212200
     
Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.

Accept allSettingsReject all