A multiscale entropy approach for market efficiency
Jose Alvarez-Ramirez; Eduardo Rodriguez; Jesus Alvarez
| Year of publication: |
2012
|
|---|---|
| Authors: | Alvarez-Ramirez, Jose ; Rodríguez Oreggia y Román, Eduardo ; Alvarez, Jesus |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 21.2012, p. 64-69
|
| Subject: | Market efficiency | Entropy | Dow Jones Index | Cycle | Entropie | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009633350