Market efficiency in foreign exchange markets

Physica A: Statistical Mechanics and its Applications

Volumn 382, Issue 1, 2007, Pages 209-212

  Oh, Gabjin ^a   Kim, Seunghwan ^a   Eom, Cheoljun ^b  

^a Asia Pacific Center for Theoretical Physics (APCTP)   (South Korea)

^b Pusan National University   (South Korea)

Author keywords

Approximate entropy(ApEn); Degree of randomness; Market efficiency

Indexed keywords

ENTROPY; INTERNATIONAL TRADE; TIME SERIES ANALYSIS;

APPROXIMATE ENTROPY(APEN); DEGREE OF RANDOMNESS; MARKET EFFICIENCY;

FINANCIAL DATA PROCESSING;

EID: 34249821893     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.032     Document Type: Article

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