Hurst exponent behavior and assessment of the MENA stock markets efficiency
Imen Zgueb Rejichi, Chaker Aloui
| Year of publication: |
2012
|
|---|---|
| Authors: | Zgueb Rejichi, Imen ; Aloui, Chaker |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 26.2012, 3, p. 353-370
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| Subject: | MENA stock countries | Long-range dependence | Informational efficiency | Hurst exponent | Rolling sample | Aktienmarkt | Stock market | MENA-Staaten | MENA countries | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615929