Detail publikace

Isobars and the Efficient Market Hypothesis

Autor: Mgr. Kristýna Ivanková ,
Typ: IES Working Papers
Rok: 2010
Číslo: 21
ISSN / ISBN:
Publikováno v: IES Working Papers 21/2010
Místo vydání: Prague
Klíčová slova: Isobars, Efficient market hypothesis, Nonparametric regression, Extreme value theory
JEL kódy: C14; G14
Citace: Ivanková, K. (2010). “Isobars and the Efficient Market Hypothesis” IES Working Paper 21/2010. IES FSV. Charles University.
Abstrakt: Isobar surfaces, a method for describing the overall shape
of multidimensional data, are estimated by nonparametric regression
and used to evaluate the efficiency of selected markets based on
returns of their stock market indices.
Ke stažení: WP 2010_21_Ivankova

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF