Isobars and the efficient market hypothesis

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.

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Year of publication:	2010
Authors:	Ivanková, Kristýna
Publisher:	Prague : Charles University in Prague, Institute of Economic Studies (IES)
Subject:	Effizienzmarkthypothese \| Regression \| Nichtparametrisches Verfahren \| isobars \| efficient market hypothesis \| nonparametric regression \| extreme value theory

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Series:	IES Working Paper ; 21/2010
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	635687003 [GVK] hdl:10419/83326 [Handle]
Classification:	C14 - Semiparametric and Nonparametric Methods ; G14 - Information and Market Efficiency; Event Studies
Source:	EconStor

Persistent link: https://www.econbiz.de/10010322194