A new proposal for efficiency quantification of capital markets in the context of complex non-linear dynamics and chaos
Year of publication: |
2017
|
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Authors: | Oprean, Camelia ; Tănăsescu, Cristina ; Bucur, Amelia |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 30.2017, 1,2, p. 1669-1692
|
Subject: | Market efficiency | informational entropy | long-term memory | Finanzmarkt | Financial market | Chaostheorie | Chaos theory | Effizienzmarkthypothese | Efficient market hypothesis | Entropie | Entropy |
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