Efficiency classification among MENA region stock markets indexes : insights from multifractal spectrum and MSM forecasts
Year of publication: |
2022
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Authors: | Antar, Monia |
Published in: |
International journal of business and emerging markets : IJBEM. - Olney, Bucks : Inderscience Enterprises, ISSN 1753-6227, ZDB-ID 2453814-0. - Vol. 14.2022, 2, p. 189-212
|
Subject: | efficiency | Markov switching multifractal | MENA emerging markets | MSM simulation | multifractal spectrum width | volatility prediction | Volatilität | Volatility | MENA-Staaten | MENA countries | Prognoseverfahren | Forecasting model | Schwellenländer | Emerging economies | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Simulation |
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