How to measure financial market efficiency? A quantitative evaluation of higher order dependencies : the case of the European carbon market
Citation
Sattarhof , C & Gronwald , M 2020 ' How to measure financial market efficiency? A quantitative evaluation of higher order dependencies : the case of the European carbon market ' Discussion Papers in Economics and Finance , no. 2 , vol. 20 , University of Aberdeen , pp. 1-24 .