Do emerging markets become more efficient as they develop? : long memory persistence in equity indices
Matthew Hull; Frank McGroarty
| Year of publication: |
2014
|
|---|---|
| Authors: | Hull, Matthew ; McGroarty, Frank |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 18.2014, p. 45-61
|
| Subject: | Rescaled range | Hurst exponent | Long memory | Market efficiency | Development | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Schwellenländer | Emerging economies | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417536