An multivariate multiscale entropy approach to testing commodity market efficiency
Ranajit Chakraborty and Rahuldeb Das
| Year of publication: |
2015
|
|---|---|
| Authors: | Chakraborty, Ranajit ; Das, Rahuldeb |
| Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 12.2015, 3, p. 7-28
|
| Subject: | Entropie | Entropy | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffmarkt | Commodity market | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
| 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/10011411776