Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
[Long-term memory and its evolution in returns of PX between 1999 and 2009]
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More about this item
KeywordsHurst exponent; long-range dependence; time series analysis; persistence; rescaled range; detrended fluctuation analysis;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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