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...
Main Authors: | Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Phouphet Kyophilavong |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-03-01
|
Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/9/7/707 |
Similar Items
-
January anomalies on CEE stock markets
by: Peter Árendáš, et al.
Published: (2021-10-01) -
Examining the Islamic stock market efficiency: Evidence from nonlinear ESTAR unit root tests
by: Rahmat Heru Setianto, et al.
Published: (2015-04-01) -
Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach
by: Ngo Thai HUNG
Published: (2020-06-01) -
CEE labour markets – homogeneity or diversity?
by: Ewa Rollnik-Sadowska, et al.
Published: (2021-08-01) -
Bitcoin and CEE stock markets: fresh evidence from using the DECO-GARCH model and quantile on quantile regression
by: Ngo Thai Hung
Published: (2021-05-01)