Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
Year of publication: |
2021
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Authors: | Assaf, Ata ; Kristoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 71.2021, p. 1-15
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Subject: | Art markets | Efficient index | Generalized spectral measure | Hurst exponent | Approximate entropy | Entropie | Entropy | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kunsthandel | Art trade |
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