Showing 1 - 10 of 20
Persistent link: https://www.econbiz.de/10010336565
Persistent link: https://www.econbiz.de/10011619074
Tests for the validity of the weak-form EMH in the Italian stock market are presented, based on examination of the fractal properties of the log returns series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or...
Persistent link: https://www.econbiz.de/10003921074
Persistent link: https://www.econbiz.de/10009688189
Persistent link: https://www.econbiz.de/10009697789
Persistent link: https://www.econbiz.de/10010468613
Persistent link: https://www.econbiz.de/10009295902
Persistent link: https://www.econbiz.de/10009516148
Persistent link: https://www.econbiz.de/10013169737
Persistent link: https://www.econbiz.de/10013169795