A statistical test of market efficiency based on information theory
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Publication:6110870
DOI10.1080/14697688.2023.2211108zbMath1520.91381arXiv2208.11976MaRDI QIDQ6110870
Matthieu Garcin, Unnamed Author
Publication date: 2 August 2023
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.11976
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical aspects of information-theoretic topics (62B10) Financial markets (91G15)
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