Pages that link to "Item:Q1766633"
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The following pages link to Ranking efficiency for emerging markets (Q1766633):
Displayed 12 items.
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (Q1693939) (← links)
- Ranking efficiency for emerging equity markets. II (Q1771654) (← links)
- Dynamic hedging based on fractional order stochastic model with memory effect (Q1793474) (← links)
- Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041) (← links)
- Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← 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)
- Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns (Q5129130) (← links)