An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Walid Mensi, Aviral Kumar Tiwari, Khamis Hamed Al-Yahyaee
| Year of publication: |
2019
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|---|---|
| Authors: | Mensi, Walid ; Tiwari, Aviral Kumar ; Al-Yahyaee, Khamis Hamed |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 72.2019, p. 168-177
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| Subject: | Efficiency | Hurst exponent | Long memory | MF-DFA | Multifractality | Stock markets | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176113