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Nonlinear dynamics in CEE stock markets indices |
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| Authors: | Petre Caraiani |
| Affiliation: | |
| Abstract: | We investigate the existence of nonlinearities in the dynamics of the returns of stock markets indices from CEE economies. We use several types of nonlinear tests. We discuss the implications of the results with respect to the efficient market hypothesis. |
| Keywords: | C22 C52 |
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