Persistence and efficiency of OECD stock markets : linear and nonlinear fractional integration approaches
Year of publication: |
2021
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Authors: | Adekoya, Oluwasegun B. |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 3, p. 1415-1433
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Subject: | Share market efficiency | Persistence | Fractional integration | Nonlinearity | Chebyshev polynomial | OECD countries | OECD-Staaten | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenkurs | Share price | Nichtlineare Regression | Nonlinear regression |
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