Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy
Year of publication: |
2014
|
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Authors: | Kristoufek, Ladislav ; Vosvrda, Miloslav |
Publisher: |
Kiel : Kiel University, FinMaP - Financial Distortions and Macroeconomic Performance |
Subject: | capital market efficiency | long-term memory | fractal dimension | approximate entropy |
Series: | FinMaP-Working Paper ; 18 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 797429700 [GVK] hdl:10419/102282 [Handle] RePEc:zbw:fmpwps:18 [RePEc] |
Source: |
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Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy
Kristoufek, Ladislav, (2014)
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Measuring capital market efficiency : long-term memory, fractal dimension and approximate entropy
Kristoufek, Ladislav, (2014)
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Measuring capital market efficiency: Global and local correlations structure
Kristoufek, Ladislav, (2013)
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Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy
Kristoufek, Ladislav, (2013)
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Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy
Kristoufek, Ladislav, (2014)
-
Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy
Kristoufek, Ladislav, (2014)
- More ...