Pages that link to "Item:Q1771654"
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The following pages link to Ranking efficiency for emerging equity markets. II (Q1771654):
Displaying 16 items.
- Market efficiency of the post communist East European stock markets (Q301211) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Dynamic efficiency in the east European emerging markets (Q862569) (← links)
- Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Ranking efficiency for emerging markets (Q1766633) (← links)
- Stock exchange efficiency and convergence: international evidence (Q2151649) (← links)
- A simple and fast representation space for classifying complex time series (Q2406133) (← links)
- Testing for long-range dependence in world stock markets (Q2425502) (← links)
- Testing for long range dependence in banking equity indices (Q2484774) (← links)
- Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401) (← links)
- Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Variance of entropy for testing time-varying regimes with an application to meme stocks (Q6581915) (← links)