Searching for long memory effects in time series of central Europe stock market indices
This article deals with one of the important parts of applying chaos theory to financial and capital markets – namely searching for long memory effects in time series of financial instruments. Source data are daily closing prices of Central Europe stock market indices – Bratislava stock index (SAX),...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Mendel University Press
2008-01-01
|
| Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
| Subjects: | |
| Online Access: | https://acta.mendelu.cz/56/3/0187/ |