A multiscale entropy approach for market efficiency

International Review of Financial Analysis - Tập 21 - Trang 64-69 - 2012
José Álvarez‐Ramírez1, Eduardo Rodríguez1, Jesús Álvarez1
1Division de Ciencias Basicas e Ingenieria, Universidad Autonoma Metropolitana, Apartado Postal 55-534, Mexico D.F., 09340, Mexico

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