Measuring the efficiency of the intraday forex market with a universal data compression algorithm
Year of publication: |
2009
|
---|---|
Authors: | Shmilovici, Armin ; Kahiri, Yoav ; Ben-Gal, Irad ; Hauser, Shmuel |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 33.2009, 2, p. 131-154
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Subject: | Devisenmarkt | Foreign exchange market | Effizienz | Efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Messung | Measurement |
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