Entropy and efficiency of the ETF market
Year of publication: |
2020
|
---|---|
Authors: | Calcagnile, Lucio Maria ; Corsi, Fulvio ; Marmi, Stefano |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 1, p. 143-184
|
Subject: | Market efficiency | Shannon entropy | Information theory | ARMA processes | Entropie | Entropy | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Indexderivat | Index derivative | Informationsökonomik | Economics of information |
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