Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
Year of publication: |
2022
|
---|---|
Authors: | Mensi, Walid ; Sensoy, Ahmet ; Xuan Vinh Vo ; Kang, Sang Hoon |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-18
|
Subject: | COVID-19 | Predictability | A-MF-DFA | Efficient market hypothesis | Permutation entropy | Coronavirus | Effizienzmarkthypothese | Entropie | Entropy | Börsenkurs | Share price |
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