Long memory in the Croatian and Hungarian stock market returns

The objective of this paper is to analyze and compare the fractal structure of the Croatian and Hungarian stock market returns. The presence of long memory components in asset returns provides evidence against the weak-form of stock market efficiency. The starting working hypothesis that there is no...

Full description

Saved in:
Bibliographic details
Volume: 30
Main Author: Festic, Mejra
Kavkler, Alenka
Dajcman, Silvo
Format: Journal Article
Language: English, German
Place of publication: RIJEKA UNIV RIJEKA, FAC ECOMOMICS 01.01.2012
Faculty of Economics University of Rijeka
published in: Zbornik radova Ekonomskog fakulteta u Rijeci Vol. 30; no. 1; pp. 115 - 139
Data of publication: 2012-01-01
ISSN: 1331-8004
EISSN: 1846-7520
Discipline: Economics
Online Access: Fulltext
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2012
DOAJ Directory of Open Access Journals
Database information Databases - DBIS