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Credit Default Swaps und Informationsgehalt

Wagner, Eva - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003722063

Fractal market hypothesis and Markov regime switching model : a possible synthesis and integration

Doorasamy, Mishelle; Sarpong, Prince Kwasi - In: International journal of economics and financial issues … 8 (2018) 1, pp. 93-100

Persistent link: https://www.econbiz.de/10011955466

Can Bitcoin be a stable investment?

Çelik, Ismail - In: Financial studies 24 (2020) 2, pp. 19-36

This study aims to analyze the volatility structure of Bitcoin returns, which became a popular investment after 2009. The Fractal Market Hypothesis (FMH) is chosen as the instrument to investigate the issue. By testing this hypothesis, the sudden price fluctuations in Bitcoin returns were tried...

Persistent link: https://www.econbiz.de/10012484965

Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple

Celeste, Valerio; Corbet, Shaen; Gurdgiev, Constantin - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 310-324

Persistent link: https://www.econbiz.de/10012417711

Fractal market hypothesis : evidence for nine Asian forex markets

Kumar, Anoop S.; Jayakumar, Chaithanya; Kamaiah, Bandi - In: Indian economic review : official journal of Delhi … 52 (2017) 1/2, pp. 181-192

Persistent link: https://www.econbiz.de/10012225813

Investment implications of the Fractal Market Hypothesis

Karp, Adam; Van Vuuren, Gary - In: Annals of financial economics 14 (2019) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10012015460

Do global financial crises validate assertions of fractal market hypothesis?

Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: International economics and economic policy : IEEP 14 (2017) 1, pp. 153-165

Persistent link: https://www.econbiz.de/10011877871

Multiscale optimal portfolios using CAPM fractal regression : estimation for emerging stock markets

Tilfani, Oussama; Ferreira, Paulo; El Boukfaoui, My Youssef - In: Post-communist economies 32 (2020) 1, pp. 77-112

Persistent link: https://www.econbiz.de/10012206647

Investigation of fractal market hypothesis in emerging markets : evidence from the MINT stock markets

Karaömer, Yunus - In: Organizations and markets in emerging economies 13 (2022) 2/26, pp. 467-489

This study aims to investigate the market efficiency of emerging stock markets, namely the Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on the Fractal Market Hypothesis. For this purpose, the ARFIMA and ARFIMA-FIGARCH type models are used to analyze the MINT stock return...

Persistent link: https://www.econbiz.de/10014532178

The effect of financial constraints, technological progress and long-term contracts on tradable green certificates

Agnolucci, Paolo - In: Energy policy 35 (2007) 6, pp. 3347-3359

Persistent link: https://www.econbiz.de/10003487680