Sensoy, Ahmet; Aras, Guler; Hacihasanoglu, Erk - In: The North American Journal of Economics and Finance 31 (2015) C, pp. 222-248
-linear predictability patterns of conventional market indexes and their Islamic counterparts at country and continent level by using … permutation entropy. Accordingly, we find that all indexes in our analysis have different degrees of time-varying predictability …