Isobars and the efficient market hypothesis
Isobars and the efficient market hypothesis
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.
- Charles University Czech Republic
Nichtparametrisches Verfahren, efficient market hypothesis, extreme value theory, ddc:330, G14, Effizienzmarkthypothese, Regression, nonparametric regression, C14, isobars, Isobars, Efficient market hypothesis, Nonparametric regression, Extreme value theory, jel: jel:C14, jel: jel:G14
Nichtparametrisches Verfahren, efficient market hypothesis, extreme value theory, ddc:330, G14, Effizienzmarkthypothese, Regression, nonparametric regression, C14, isobars, Isobars, Efficient market hypothesis, Nonparametric regression, Extreme value theory, jel: jel:C14, jel: jel:G14
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