A Multivariate Multiscale Entropy Approach to Testing Commodity Market Efficiency
Year of publication: |
2015
|
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Authors: | Das, Rahuldeb |
Other Persons: | Chakrabarty, Ranajit (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Entropie | Entropy | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Rohstoffmarkt | Commodity market | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Rohstoffderivat | Commodity derivative |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The IUP Journal of Financial Risk Management, Vol. XII, No. 3, September 2015, pp. 7-28 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 16, 2015 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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