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~person:"Vosvrda, Miloslav"
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approximate entropy
2
capital market efficiency
2
fractal dimension
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long-term memory
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Vosvrda, Miloslav
Kristoufek, Ladislav
13
Fan, Ying
2
He, Ling-Yun
2
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Vošvrda, Miloslav S.
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Measuring capital market efficiency:
Long-term
memory
, fractal dimension and approximate entropy
Kristoufek, Ladislav
;
Vosvrda, Miloslav
-
Institut für Volkswirtschaftslehre, …
-
2014
We utilize
long-term
memory
, fractal dimension and approximate entropy as input variables for the Efficiency Index …
Persistent link: https://www.econbiz.de/10010958895
Saved in:
2
Measuring capital market efficiency:
Long-term
memory
, fractal dimension and approximate entropy
Kristoufek, Ladislav
;
Vosvrda, Miloslav
-
2014
We utilize
long-term
memory
, fractal dimension and approximate entropy as input variables for the Efficiency Index …
Persistent link: https://www.econbiz.de/10010398705
Saved in:
3
Commodity futures and market efficiency
Kristoufek, Ladislav
;
Vosvrda, Miloslav
- In:
Energy Economics
42
(
2014
)
C
,
pp. 50-57
commodities (composed mainly of livestock) the least efficient groups. We also discuss contributions of
long-term
memory
, fractal …
Persistent link: https://www.econbiz.de/10011039681
Saved in:
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