• Title of article

    Testing for predictability in equity returns for European transition markets

  • Author/Authors

    Daniel O. Cajueiro، نويسنده , , Benjamin M. Tabak، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2006
  • Pages
    23
  • From page
    56
  • To page
    78
  • Keywords
    European transition economies , Long memory , predictability , Variance ratio , Multifractality , Hurst exponents
  • Journal title
    Economic Systems
  • Serial Year
    2006
  • Journal title
    Economic Systems
  • Record number

    127430

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=127430