Using a stochastic complexity measure to check the efficient market hypothesis (Q1417071)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Using a stochastic complexity measure to check the efficient market hypothesis |
scientific article |
Statements
Using a stochastic complexity measure to check the efficient market hypothesis (English)
0 references
18 December 2003
0 references
stochastic complexity
0 references
the Efficient Market Hypothesis
0 references
context tree
0 references