Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
| Year of publication: |
2009
|
|---|---|
| Authors: | Shmilovici, Armin ; Kahiri, Yoav ; Ben-Gal, Irad ; Hauser, Shmuel |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 33.2009, 2, p. 131-154
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| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Efficient Market Hypothesis | Universal prediction | Forex Intra-day trading | Variable Order Markov |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701794