Measuring the efficiency of the intraday forex market with a universal data compression algorithm
Armin Shmilovici; Yoav Kahiri; Irad Ben-Gal; Shmuel Hauser
| Year of publication: |
2009
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|---|---|
| Authors: | Shmilovici, Armin ; Kahiri, Yoav ; Ben-Gal, Irad ; Hauser, Shmuel |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 33.2009, 2, p. 131-154
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| Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Effizienz | Efficiency | Algorithmus | Algorithm | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009521359