Market Efficiency, Roughness and Long Memory in Psi20 Index Returns: Wavelet and Entropy Analysis

AuthID
 P-009-KWS
2
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Document Type
Article
Year published
2014
Published
in ENTROPY, ISSN: 1099-4300
Volume: 16, Issue: 5, Pages: 2768-2788 (21)
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Publication Identifiers
Wos: WOS:000337252400021
Source Identifiers
ISSN: 1099-4300
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