Relationship between efficiency and predictability in stock price change
Year of publication: |
2008
|
---|---|
Authors: | Eom, Cheoljun ; Oh, Gabjin ; Jung, Woo-Sung |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 22, p. 5511-5517
|
Publisher: |
Elsevier |
Subject: | Hurst exponent | Approximate entropy | Nearest neighbor prediction | Efficient market hypothesis |
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