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Fractal Market Hypothesis and Markov Regime Switching Model: A Possible Synthesis and Integration
<p>Peters (1994) proposed the fractal market hypothesis (FMH) as an alternative to the efficient market hypothesis, following his criticism of the EMH. In this study, we analyse whether the fractal nature of a financial market determines its riskiness and degree of persistence as measured by i...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
EconJournals
2018-01-01
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| Edice: | International Journal of Economics and Financial Issues |
| On-line přístup: | https://www.econjournals.com/index.php/ijefi/article/view/5738 |
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