Number of the records: 1  

Gold, currencies and market efficiency

    1.
    SYSNO0455876
    TitleGold, currencies and market efficiency
    Author(s) Krištoufek, Ladislav (UTIA-B) [E] RID, ORCID
    Vošvrda, Miloslav (UTIA-B) [E] RID
    Corespondence/seniorKrištoufek, Ladislav - Korespondující autor
    Vošvrda, Miloslav - Senior autor
    Source Title Physica. A : Statistical Mechanics and its Applications. Roč. 449, č. 1 (2016), s. 27-34. - : Elsevier
    Document TypeČlánek v odborném periodiku
    Grant GBP402/12/G097 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
    Institutional supportUTIA-B - RVO:67985556
    Languageeng
    CountryNL
    Keywords Efficient market hypothesis, * Gold * Currencies, * Fractal dimension * Entropy * Long-Term memory
    URL http://library.utia.cas.cz/separaty/2016/E/kristoufek-0455876.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0257096
     
Number of the records: 1  

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