Mostrando 3 resultados de: 3
Filtros aplicados
Área temáticas
Economía financiera(2)
Comercio internacional(1)
México, América Central, Antillas(1)
Programación informática, programas, datos, seguridad(1)
Origen
scopus(3)
Contrast of the fractal market hypothesis in the latin american stock markets
ArticleAbstract: The purpose of this research is to contrast the hypothesis of efficient markets with the hypothesisPalabras claves:Algorithm FD, Exponent of Hurst, Fractal marketsAutores:Karen A. Balladares, Sánchez-Granero M.A., Trinidad-Segovia J.E.Fuentes:scopusNon-traditional exports from a historical perspective and the export structure of Ecuador, 1996-2017
ReviewAbstract:Palabras claves:Autores:Carlos Gabriel Parrales, Karen A. Balladares, Lenin Ernesto Chagerben Salinas, Werner Chagerben SalinasFuentes:scopusStatistical arbitrage in emerging markets: A global test of efficiency
ArticleAbstract: In this paper, we use a statistical arbitrage method in different developed and emerging countries tPalabras claves:Co-movement, EFFICIENCY, Emerging markets, financial markets, Hurst exponent, Long memory, Pairs tradingAutores:Karen A. Balladares, Ramos-Requena J.P., Sánchez-Granero M.A., Trinidad-Segovia J.E.Fuentes:scopus