A multiscale entropy approach for market efficiency
Year of publication: |
2012
|
---|---|
Authors: | Alvarez-Ramirez, Jose ; Rodríguez Oreggia y Román, Eduardo ; Alvarez, Jesus |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 21.2012, p. 64-69
|
Subject: | Market efficiency | Entropy | Dow Jones Index | Cycle | Entropie | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Aktienindex | Stock index |
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