Pages that link to "Item:Q1771654"
From MaRDI portal
The following pages link to Ranking efficiency for emerging equity markets. II (Q1771654):
Displaying 8 items.
- 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)
- Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← 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)