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0431151 - ÚTIA 2015 RIV GB eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.
European Physical Journal B. Roč. 87, č. 7 (2014), "162-1"-"162-9". ISSN 1434-6028. E-ISSN 1434-6036
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) FP7/2007-2013
Program: FP7
Institutional support: RVO:67985556
Keywords : Statistical and Nonlinear Physics * fractal dimension * stock market efficiency
Subject RIV: AH - Economics
Impact factor: 1.345, year: 2014
http://library.utia.cas.cz/separaty/2014/E/kristoufek-0431151.pdf
Permanent Link: http://hdl.handle.net/11104/0236071