Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis
Year of publication: |
2003
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Authors: | Shmilovici, Armin ; Alon-Brimer, Yael ; Hauser, Shmuel |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 22.2003, 2, p. 273-284
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