On the efficiency of sovereign bond markets
Year of publication: |
2012
|
---|---|
Authors: | Zunino, Luciano ; Fernández Bariviera, Aurelio ; Guercio, M. Belén ; Martinez, Lisana B. ; Rosso, Osvaldo A. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 18, p. 4342-4349
|
Publisher: |
Elsevier |
Subject: | Sovereign bond market efficiency | Complexity-entropy causality plane | Permutation entropy | Permutation statistical complexity | Bandt and Pompe method | Ordinal time series analysis |
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