Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/83326 
Year of Publication: 
2010
Series/Report no.: 
IES Working Paper No. 21/2010
Publisher: 
Charles University in Prague, Institute of Economic Studies (IES), Prague
Abstract: 
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.
Subjects: 
isobars
efficient market hypothesis
nonparametric regression
extreme value theory
JEL: 
C14
G14
Document Type: 
Working Paper

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