Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
After a long transition period, the Central and Eastern European (CEE) capital markets have consolidated their place in the financial systems. However, little is known about the price behavior and efficiency of these markets. In this context, using a battery of tests for nonlinear and chaotic behavi...
Main Authors: | Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Phouphet Kyophilavong |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-03-01
|
Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/9/7/707 |
Similar Items
-
THE JANUARY EFFECT ON CEE STOCK MARKETS – IS IT REAL?
by: Laura Raisa Miloș, et al.
Published: (2019-12-01) -
Examining the Islamic stock market efficiency: Evidence from nonlinear ESTAR unit root tests
by: Rahmat Heru Setianto, et al.
Published: (2015-04-01) -
Chaos and the stock market
by: Monte, Brent M.
Published: (1994) -
Chaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements
by: Reyhaneh Enayayi Taebi, et al.
Published: (2021-04-01) -
Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach
by: Ngo Thai HUNG
Published: (2020-06-01)