Testing for multi-fractality and efficiency in selected sovereign bond markets : a multi-fractal detrended moving average (MF-DMA) analysis
Year of publication: |
2018
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Authors: | Bayraci, Selçuk |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 8.2018, 1, p. 95-120
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Subject: | sovereign bond markets | relative efficiency | multifractality | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Effizienzmarkthypothese | Efficient market hypothesis |
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