Measuring the Degree of Efficiency of Financial Market
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More about this item
Keywordsmarket efficiency; degrees of; measurement; stable distributions; time-varying distibutions; multiresolution analysis;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2004-11-07 (Accounting & Auditing)
- NEP-CFN-2004-11-07 (Corporate Finance)
- NEP-FIN-2004-11-07 (Finance)
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