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What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions (Q1669692)

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scientific article; zbMATH DE number 6931516
Language Label Description Also known as
English
What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
scientific article; zbMATH DE number 6931516

    Statements

    title
    What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions (English)
    0 references
    author
    Peng Zhang
    0 references
    publication date
    4 September 2018
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    zbMATH Keywords
    market efficiency
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    bubbles
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    threshold autoregressions
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    Identifiers

    zbMATH DE Number
    6931516
    0 references
    OpenAlex ID
    W2883699443
    0 references
     
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