Testing for multi-fractality and efficiency in selected sovereign bond markets : a multi-fractal detrended moving average (MF-DMA) analysis
Selçuk Bayraci
| 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 |
| 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://ebvufind01.dmz1.zbw.eu/10011990365