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

AuthID
P-009-KWS
2
Author(s)
Tipo de Documento
Article
Year published
2014
Publicado
in ENTROPY, ISSN: 1099-4300
Volume: 16, Número: 5, Páginas: 2768-2788 (21)
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Publication Identifiers
Wos: WOS:000337252400021
Source Identifiers
ISSN: 1099-4300
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