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)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: 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
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
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
4 September 2018
0 references
market efficiency
0 references
bubbles
0 references
threshold autoregressions
0 references
0 references
0.7136225700378418
0 references
0.7068703174591064
0 references
0.7017489671707153
0 references
0.6945375800132751
0 references
0.6780415177345276
0 references
