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Efektivita kapitálových trhu̇ : fraktální dimenze, hurstu̇v exponent a entropie

Kríštoufek, Ladislav; Vošvrda, Miloslav S. - In: Politická ekonomie : teorie, modelování, aplikace 60 (2012) 2, pp. 208-221

Persistent link: https://www.econbiz.de/10010374013

Chaotic structure of the BRIC countries and Turkey's stock market

Günay, Samet - In: International journal of economics and financial issues … 5 (2015) 2, pp. 515-522

Persistent link: https://www.econbiz.de/10011453643

Measuring capital market efficiency : long-term memory, fractal dimension and approximate entropy

Kristoufek, Ladislav; Vošvrda, Miloslav S. - 2014

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica A 392]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying the...

Persistent link: https://www.econbiz.de/10010407497

Commodity futures and market efficiency

Kristoufek, Ladislav; Vošvrda, Miloslav S. - In: Energy economics 42 (2014), pp. 50-57

Persistent link: https://www.econbiz.de/10010502969

Fractal structure of the stock markets of leading Asian countries

Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394

Persistent link: https://www.econbiz.de/10010480116

Income inequality in Turkey : a fractal point of view

Kırer Silva Lecuna, Hale; Eser, Rüya - In: Dynamic optics in economics : quantitative, …, (pp. 185-205). 2020

Persistent link: https://www.econbiz.de/10012888503

ICO Tokens as an Alternative Financial Instrument: A Risk Measurement

Kuryłek, Zbigniew - In: European research studies 23 (2020) 4, pp. 512-530

Persistent link: https://www.econbiz.de/10012511254

Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension

David, Sergio A.; Inácio, C. M. C.; Quintino, D. D.; … - In: Energy economics 85 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012509987

Measuring tourism intensification in urban destinations : an approach based on fractal analysis

Encalada-Abarca, Luis; Ferreira, Carlos Cardoso; Rocha, … - In: Journal of travel research : a quarterly publication of … 61 (2022) 2, pp. 394-413

Persistent link: https://www.econbiz.de/10012794817

Fontera estocástica del I+D con cotas fractales para la innovación tecnológica

Escamilla, María Ramos - In: Economía informa (2013) 382, pp. 55-75

Persistent link: https://www.econbiz.de/10010210290