Bibliografie

Conference Paper (international conference)

Application of isobars to stock market indices

: Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 296-301 , Eds: Houda M., Friebelová J.

: Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010)

: CEZ:AV0Z10750506

: GD402/09/H045, GA ČR

: isobars, efficient market hypothesis, nonparametric regression, extreme value theory

: http://library.utia.cas.cz/separaty/2010/E/ivankova-application of isobars to stock market indices.pdf

(eng): 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.

: AH