Analysis of passivity problems in the baltic equity market
The Baltic States equity market is a challenge for investors and financial analysts. Unfortunately strong assivity is observed in ``young'' markets, therefore any (Gaussian, α-stable etc) distribution fitting tests (Anderson–Darling, Kolmogorov–Smirnov, etc.) are poorly applicable. Impro...
Saved in:
Main Authors: | Igoris Belovas, Audrius Kabašinskas, Leonidas Sakalauskas |
---|---|
Format: | Article |
Language: | English |
Published: |
Vilnius University Press
2023-09-01
|
Series: | Lietuvos Matematikos Rinkinys |
Subjects: | |
Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/30729 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Pengaruh current ratio, debt to equity ratio dan return on asset terhadap stock return saham LQ45 di bursa efek Indonesia
by: Mondra Neldi
Published: (2024-09-01) -
Switching categories in syntax
by: Paula Armelin, et al.
Published: (2024-12-01) -
Determinants of stock return in 10 biggest market capitalization on the indonesian stock exchange
by: Sri Yanthy Yosepha, et al.
Published: (2024-06-01) -
EFFECTS OF SELECTED MACROECONOMIC FACTORS ON STOCK RETURN IN THE NIGERIAN STOCK MARKET (1998-2019)
by: Segun Kamoru FAKUNMOJU, et al.
Published: (2023-11-01) -
GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS
by: Mert Ural
Published: (2009-12-01)