Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
After a long transition period, the Central and Eastern European (CEE) capital markets have consolidated their place in the financial systems. However, little is known about the price behavior and efficiency of these markets. In this context, using a battery of tests for nonlinear and chaotic behavi...
主要な著者: | , , |
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フォーマット: | 論文 |
言語: | English |
出版事項: |
MDPI AG
2021-03-01
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シリーズ: | Mathematics |
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オンライン・アクセス: | https://www.mdpi.com/2227-7390/9/7/707 |