Pages that link to "Item:Q1417071"
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The following pages link to Using a stochastic complexity measure to check the efficient market hypothesis (Q1417071):
Displaying 7 items.
- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm (Q1020542) (← links)
- Toward a computable approach to the efficient market hypothesis: An application of genetic programming (Q1391665) (← links)
- Patterns in stock market movements tested as random number generators (Q2253632) (← links)
- Using a VOM model for reconstructing potential coding regions in EST sequences (Q2271692) (← links)
- Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401) (← links)
- Emergence of statistically validated financial intraday lead-lag relationships (Q4619502) (← links)
- A statistical test of market efficiency based on information theory (Q6110870) (← links)