Measuring the efficiency of the intraday forex market with a universal data compression algorithm

Computational Economics

Volumn 33, Issue 2, 2009, Pages 131-154

  Shmilovici, Armin ^a   Kahiri, Yoav ^a   Ben Gal, Irad ^b   Hauser, Shmuel ^a  

^a BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Efficient Market Hypothesis; Forex Intra day trading; Universal prediction; Variable Order Markov

Indexed keywords

EID: 59349101204     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-008-9153-3     Document Type: Article

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