Visibility graph combined with information theory: an estimator of stock market efficiency
Bruna Amin Gonçalves and A. P. F. Atman
Year of publication: |
June 2017
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Authors: | Gonçalves, Bruna Amin ; Atman, A. P. F. |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 3.2017, 2, p. 1-15
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Subject: | vilibility graph | return rate time series | Shannon entropy | Fisher information | developed countries | emerging countries | Entropie | Entropy | Entwicklungsländer | Developing countries | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Schwellenländer | Emerging economies | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Graphentheorie | Graph theory | Schätztheorie | Estimation theory |
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