Measuring capital market efficiency : long-term memory, fractal dimension and approximate entropy
Year of publication: |
2014
|
---|---|
Authors: | Kristoufek, Ladislav ; Vošvrda, Miloslav S. |
Publisher: |
Kiel : Univ. |
Subject: | capital market efficiency | long-term memory | fractal dimension | approximate entropy | Entropie | Entropy | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Finanzmarkt | Financial market |
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