Efficiency drifts in euronext stock indexes returns
Luís M.P. Gomes, Vasco J.S. Soares, Sílvio M.A. Gama, José A.O. Matos
| Year of publication: |
2022
|
|---|---|
| Authors: | Gomes, Luís M. P. ; Soares, Vasco J. S. ; Gama, Sílvio M. A. ; Matos, José A. O. |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 27.2022, 2, p. 28-44
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| Subject: | long-term memory | rescaled-range analysis | detrended fluctuation analysis | fractional differencing analysis | efficient market hypothesis | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Theorie | Theory | Kapitaleinkommen | Capital income | Effizienz | Efficiency | ARMA-Modell | ARMA model |
| 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/10013395911