Original title: Application of isobars to stock market indices
Authors: Ivanková, Kristýna
Document type: Papers
Conference/Event: Mathematical Methods in Economics, Ceske Budejovice (CZ), 2010-09-08 / 2010-09-10
Year: 2010
Language: eng
Abstract: Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.
Keywords: efficient market hypothesis; extreme value theory; isobars; nonparametric regression
Project no.: CEZ:AV0Z10750506 (CEP), GD402/09/H045 (CEP)
Funding provider: GA ČR
Host item entry: Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, ISBN 978-80-7394-218-2

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2010/E/ivankova-application of isobars to stock market indices.pdf
Original record: http://hdl.handle.net/11104/0192076

Permalink: http://www.nusl.cz/ntk/nusl-42245


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