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National Repository of Grey Literature

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Fractal Market Hypothesis and R/S analysis of the Czech capital market Barkhanskyy, Kostyantyn ; Korbel, Jiří (advisor) This work is aimed at the modern theory of the capital market -- Fractal Market Hypothesis. The content of my work includes both basic theoretical assumptions of the hypothesis and aplication of R/S analysis on the Czech capital market. The goal of this bachelor's thesis is to confirm Czech capital market nonlinear structure with determination it's fractal features and set the memory period by R/S analysis output. Detailed record

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