What guides Central and Eastern European stock markets? : a view from detrended methodologies
Year of publication: |
November 2018
|
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Authors: | Ferreira, Paulo |
Published in: |
Post-communist economies. - Abingdon, Oxfordshire : Routledge, ISSN 1463-1377, ZDB-ID 1470552-7. - Vol. 30.2018, 6, p. 805-819
|
Subject: | Central and Eastern European stock markets | detrended cross-correlation analysis | detrended moving-average cross-correlation analysis | long-range dependencies | Osteuropa | Eastern Europe | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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