Do emerging markets become more efficient as they develop? Long memory persistence in equity indices.
Autor: | Hull, Matthew1, McGroarty, Frank1 f.j.mcgroarty@soton.ac.uk |
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Zdroj: | Emerging Markets Review. Mar2014, Vol. 18, p45-61. 17p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |