Violation of market efficiency in transition economies

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dc.creatorPodobnik, Boris
dc.creatorGrosse, Ivo
dc.creatorHorvatic, Davor
dc.creatorIvanov, Plamen Ch
dc.creatorJagric, Timotej
dc.creatorStanley, H. E.
dc.date2006-08-02
dc.date.accessioned2026-07-07T12:07:49Z
dc.date.available2026-07-07T12:07:49Z
dc.descriptionWe analyze the European transition economies and show that time series for most of major indices exhibit (i) power-law correlations in their values, power-law correlations in their magnitudes, and (iii) asymmetric probability distribution. We propose a stochastic model that can generate time series with all the previous features found in the empirical data.
dc.description6 pages, 2 figures, conference proceedings
dc.identifierhttps://arxiv.org/abs/physics/0608022
dc.identifierhttp://arxiv.org/abs/physics/0608022
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209106
dc.subjectPhysics and Society
dc.subjectStatistical Finance
dc.titleViolation of market efficiency in transition economies
dc.typetext

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