搜索结果: 1-1 共查到“数量经济学 CAPITAL market”相关记录1条 . 查询时间(0.047 秒)
Measuring capital market efficiency: Global and local correlations structure
capital market eciency long-range dependence short-range dependence fractal dimension
2012/9/14
We introduce a new measure for the capital market eciency. The measure takes into considera-tion the correlation structure of the returns (long-term and short-term memory) and local herding behavior ...