Saša Popović
Biographic Data
| ID | 7545457 |
|---|---|
| NAME | Saša Popović |
| GIVEN NAMES | Saša |
| FAMILY NAME | Popović |
| SIGNATURE | POPOVIC S |
| AFFILIATIONS | University of Montenegro |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2013 |
| LATEST PUBLICATION YEAR | 2013 |
| H-INDEX | 0 |
Adaptive Markets Hypothesis
In this paper we examined adaptive markets hypothesis (AMH) using three factors we assumed that affect weak-form of market efficiency: observation period, time horizon represented by rolling window sizes and data aggregation level. We have analyzed market value weighted index MONEX20, which is proxy from Montenegro equity market, over 2004-2011 period. Rolling window analysis with fixed parameter in each window is employed to measure the persiste…
No prominent works on this page.
Adaptive Markets Hypothesis
In this paper we examined adaptive markets hypothesis (AMH) using three factors we assumed that affect weak-form of market efficiency: observation period, time horizon represented by rolling window sizes and data aggregation level. We have analyzed market value weighted index MONEX20, which is proxy from Montenegro equity market, over 2004-2011 period. Rolling window analysis with fixed parameter in each window is employed to measure the persiste…
Autocorrelation (1 work) · Cointegration (1 work) · Complex Systems and Time Series Analysis (1 work) · Econometrics (1 work) · Economics (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Mathematics (1 work) · Monetary Policy and Economic Impact (1 work) · Random walk (1 work)