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~subject:"Effizienzmarkthypothese"
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A Shannon–Tsallis transformati...
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Effizienzmarkthypothese
Shannon entropy
107
Tsallis entropy
75
Entropy
62
Entropie
56
Theorie
32
Theory
32
MaxEnt
11
Rényi entropy
10
Risiko
9
Risk
9
Economics of information
8
Fisher information measure
8
Informationsökonomik
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Rationality
8
Rationalität
8
Shannon Entropy
8
Begrenzte Rationalität
7
Bounded rationality
7
Fisher information
7
Data envelopment analysis
6
Data-Envelopment-Analyse
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Estimation
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Decision under uncertainty
5
Efficient market hypothesis
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Entscheidung unter Unsicherheit
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Hurst exponent
5
Information behaviour
5
Informationsverhalten
5
Multi-criteria analysis
5
Multikriterielle Entscheidungsanalyse
5
Portfolio selection
5
Portfolio-Management
5
Rational inattention
5
Schätzung
5
rational inattention
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Börsenkurs
4
Consumer behaviour
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Fuzzy sets
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Fuzzy-Set-Theorie
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Beljid, Makram
1
Brouty, Xavier
1
Calcagnile, Lucio Maria
1
Corsi, Fulvio
1
Garcin, Matthieu
1
Hela Ben Hamida
1
Mahmoud, Imen
1
Managi, Shunsuke
1
Marmi, Stefano
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Mensi, Walid
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Afro-Asian Journal of Finance and Accounting : AAJFA
1
Computational economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of management & enterprise development : IJMED
1
Quantitative finance
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ECONIS (ZBW)
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Evolving efficiency of the Saudi Arabian stock market via Shannon entropy approach : a study on sector-based data
Hela Ben Hamida
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
4
(
2014
)
2
,
pp. 112-140
Persistent link: https://www.econbiz.de/10010485671
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Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon entropy methods
Mensi, Walid
;
Beljid, Makram
;
Managi, Shunsuke
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
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Market efficiency : an information entropy perspective
Mahmoud, Imen
;
Naoui, Kamel
- In:
International journal of management & enterprise …
17
(
2018
)
2
,
pp. 95-120
Persistent link: https://www.econbiz.de/10011879638
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4
Entropy and efficiency of the ETF market
Calcagnile, Lucio Maria
;
Corsi, Fulvio
;
Marmi, Stefano
- In:
Computational economics
55
(
2020
)
1
,
pp. 143-184
Persistent link: https://www.econbiz.de/10012222595
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5
A statistical test of market efficiency based on information theory
Brouty, Xavier
;
Garcin, Matthieu
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 1003-1018
Persistent link: https://www.econbiz.de/10014304430
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