Using a stochastic complexity measure to check the efficient market hypothesis

DOI10.1023/A:1026198216929zbMath1062.91540OpenAlexW1535373935MaRDI QIDQ1417071

Shmuel Hauser, Armin Shmilovici, Yael Alon-Brimer

Publication date: 18 December 2003

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026198216929

zbMATH Keywords

stochastic complexitycontext treethe Efficient Market Hypothesis

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

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