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Repository: 73 Year: 2014 Year: 2015 Subject: Efficiency Language: Inglés

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Title: PSI-20 portfolio efficiency analysis with SFA
Author: Ferreira, N. B. / Souza, A. / Souza, F.
Language: Inglés
Repository: 73
Subject: Stochastic frontier Analysis / Efficiency / Stock markets / PSI-20

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Title: The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
Author: Horta, P. / Martins, L. F. / Lagoa, S.
Language: Inglés
Repository: 73
Subject: Hurst exponent / Financial crisis / Financial contagion / Efficiency / Stock markets / MFDMA algorithm / Copula models

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