Wavelet based sample entropy analysis : a new method to test weak form market efficiency
Anoop S. Kumar (University of Hyderabad, Hyderabad, India), B. Kamaiah (University of Hyderabad, Hyderabad, India)
| Year of publication: |
August 2014
|
|---|---|
| Authors: | Kumar, Anoop S. ; Kamaiah, Bandi |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 21.2014, 8, p. 19-26
|
| Subject: | EMH | efficiency | transfer entropy | wavelets | equity markets | Entropie | Entropy | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test |
| 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/10011558026