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dc.contributor.authorGronwald, Marc
dc.contributor.authorSattarhof, Cristina
dc.date.accessioned2018-06-29T15:05:06Z
dc.date.available2018-06-29T15:05:06Z
dc.date.issued2018-05-31
dc.identifier.citationGronwald , M & Sattarhof , C 2018 ' How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market ' Discussion Paper in Economics , no. 5 , vol. 18 , University of Aberdeen Business School .en
dc.identifier.issn0143-4543
dc.identifier.otherPURE: 125769154
dc.identifier.otherPURE UUID: 4555f4c9-0e1e-4ee1-ae99-2045c96ea1a5
dc.identifier.urihttp://hdl.handle.net/2164/10682
dc.format.extent30en
dc.language.isoeng
dc.publisherUniversity of Aberdeen Business School
dc.relation.ispartofseriesDiscussion Paper in Economicsen
dc.subjectMarket efficiencyen
dc.subjectMultifractalityen
dc.subjectMultifractalen
dc.subjectMultifractal Random Walken
dc.subjectEuropean Union Emissions Trading Schemeen
dc.subjectHB Economic Theoryen
dc.subjectEconomics, Econometrics and Finance (miscellaneous)en
dc.subject.lccHBen
dc.titleHow to Measure Financial Market Efficiency? : A Multifractality-Based Quantitative Approach with an Application to the European Carbon Marketen
dc.typeWorking or discussion paperen
dc.contributor.institutionUniversity of Aberdeen, Economicsen
dc.contributor.institutionUniversity of Aberdeen, Aberdeen Institute of Energyen
dc.description.versionPublisher PDFen


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