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
