Oh, Gabjin; Kim, Seunghwan; Eom, Cheoljun - In: Physica A: Statistical Mechanics and its Applications 382 (2007) 1, pp. 209-212
We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in...