Measuring informational efficiency of the European carbon market : a quantitative evaluation of higher order dependence
Cristina Sattarhoff, Marc Gronwald
| Year of publication: |
2022
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|---|---|
| Authors: | Sattarhoff, Cristina ; Gronwald, Marc |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-13
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| Subject: | Degree of market efficiency | European union emissions trading scheme | Multifractal random walk | Multifractality | Weak-form market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Random Walk | Random walk | Theorie | Theory | Informationseffizienz | Informational efficiency | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102403 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472965