Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic : the case of VIX
Bogdan Dima, Ştefana Maria Dima, Roxana Ioan
| Year of publication: |
2021
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| Authors: | Dima, Bogdan ; Dima, Ştefana Maria ; Ioan, Roxana |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-9
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| Subject: | COVID-19 | deterministic chaos | efficiency | largest Lyapunov exponent | permutation entropy | sample entropy | Entropie | Entropy | Coronavirus | Effizienzmarkthypothese | Efficient market hypothesis | Chaostheorie | Chaos theory | Börsenkurs | Share price | Finanzmarkt | Financial market | Epidemie | Epidemic | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.101967 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632407