Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis

Author: Pascoal Rui   Monteiro Ana Margarida  

Publisher: MDPI

E-ISSN: 1099-4300|16|5|2768-2788

ISSN: 1099-4300

Source: Entropy, Vol.16, Iss.5, 2014-05, pp. : 2768-2788

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Abstract