Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
[Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]
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More about this item
Keywordstime series analysis; econophysics; long-range dependence; rescaled range; periodogram;
- G1 - Financial Economics - - General Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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