Concepedia

An information theory perspective on the informational efficiency of gold price

Aurelio F. Bariviera, Alejandro Font-Ferrer, María Teresa Sorrosal Forradellas, Osvaldo A. Rosso

The North American Journal of Economics and Finance · 2019 · 35 citations · 71 references

DOI

Concepts

References

71

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations

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Permutation Entropy: A Natural Complexity Measure for Time Series

Christoph Bandt, Bernd Pompe · Physical Review Letters · 2002 · 4.8K citations

, , +16

On the mathematical foundations of theoretical statistics

Ronald Aylmer Fisher · Philosophical Transactions of the Royal Society of London Series A Containing Papers of a Mathematical or Physical Character · 1922 · 4K citations · Full text

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Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Andrew W. Lo, A. Craig MacKinlay · Review of Financial Studies · 1988 · 3.8K citations

, , +11

Empirical properties of asset returns: stylized facts and statistical issues

Rama Cont · Quantitative Finance · 2001 · 3.2K citations

, , +16