Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/83326
Authors: 
Ivanková, Kristýna
Year of Publication: 
2010
Series/Report no.: 
IES Working Paper 21/2010
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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