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Approximate entropy(ApEn)
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Physica A: Statistical Mechanics and its Applications
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Market efficiency in foreign exchange markets
Oh, Gabjin
;
Kim, Seunghwan
;
Eom, Cheoljun
- In:
Physica A: Statistical Mechanics and its Applications
382
(
2007
)
1
,
pp. 209-212
We investigate the relative market efficiency in financial market data, using the
approximate
entropy(ApEn
) method for …
Persistent link: https://www.econbiz.de/10010589035
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