Isobars and the efficient market hypothesis

Research, Preprint English OPEN
Ivanková, Kristýna (2010)
  • Publisher: Charles University in Prague, Institute of Economic Studies (IES) Prague
  • Subject: C14 | G14 | Nichtparametrisches Verfahren | Isobars, Efficient market hypothesis, Nonparametric regression, Extreme value theory | isobars | nonparametric regression | Regression | efficient market hypothesis | Effizienzmarkthypothese | extreme value theory
    • jel: jel:C14 | jel:G14
      ddc: ddc:330

Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.
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