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.

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Year of publication:	2010-09
Authors:	Ivanková, Kristýna
Institutions:	Institut ekonomických studií, Univerzita Karlova v Praze
Subject:	Isobars \| Efficient market hypothesis \| Nonparametric regression \| Extreme value theory

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Extent:	application/pdf
Series:	Working Papers IES.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2010/21 15 pages longages
Classification:	C14 - Semiparametric and Nonparametric Methods ; G14 - Information and Market Efficiency; Event Studies
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008455525