Generalized Hurst exponent approach to efficiency in MENA markets
Year of publication: |
2013
|
---|---|
Authors: | Sensoy, A. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 20, p. 5019-5026
|
Publisher: |
Elsevier |
Subject: | MENA | Generalized Hurst exponent | Rolling window | Market efficiency |
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