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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| 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 |
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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 (English)
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4 September 2018
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market efficiency
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bubbles
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threshold autoregressions
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