The Efficiency of Polish Stock Market: Ordinal Patterns Approach
نویسندگان
چکیده
منابع مشابه
The E ciency of Polish Stock Market: Ordinal Patterns Approach
Zunino et al. analyzed the problem of discrimination of developed and emergent markets by the use of ordinal patterns methods: number of forbidden patterns and ordinal pattern probability distribution as a basis for entropy and statistical measure of complexity. In this paper we apply the same methodology for the analysis of Polish stock market (index WIG). The results indicate that Polish mark...
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ژورنال
عنوان ژورنال: Acta Physica Polonica A
سال: 2013
ISSN: 0587-4246,1898-794X
DOI: 10.12693/aphyspola.123.526