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A multiscale entropy approach for market efficiency
Alvarez-Ramirez, Jose; Rodríguez Oreggia y Román, Eduardo - In: International review of financial analysis 21 (2012), pp. 64-69
Persistent link: https://www.econbiz.de/10009633350
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A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets
Alvarez-Ramirez, Jose; Rodríguez Oreggia y Román, Eduardo - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886915