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How to measure financial market efficiency? A quantitative evaluation of higher order dependencies : the case of the European carbon market

dc.contributor.authorSattarhof, Cristina
dc.contributor.authorGronwald, Marc
dc.date.accessioned2020-04-27T10:55:00Z
dc.date.available2020-04-27T10:55:00Z
dc.date.issued2020-02-29
dc.identifier.citationSattarhof , 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 .en
dc.identifier.issn0143-4543
dc.identifier.otherPURE: 157422502
dc.identifier.otherPURE UUID: f700dccf-4fe7-43c2-aebc-575cb1273e5e
dc.identifier.urihttps://hdl.handle.net/2164/14174
dc.format.extent24
dc.language.isoeng
dc.publisherUniversity of Aberdeen
dc.relation.ispartofen
dc.relation.ispartofseriesDiscussion Papers in Economics and Financeen
dc.subjectWeak-form Market Efficencyen
dc.subjectDegree of Market Efficiencyen
dc.subjectMultifractalityen
dc.subjectMultifractal Random Walken
dc.subjectEuropean Union Emissions Trading Schemeen
dc.subjectH Social Sciences (General)en
dc.subject.lccH1en
dc.titleHow to measure financial market efficiency? A quantitative evaluation of higher order dependencies : the case of the European carbon marketen
dc.typeWorking or discussion paperen
dc.contributor.institutionUniversity of Aberdeen.Economicsen
dc.contributor.institutionUniversity of Aberdeen.Centre for Energy Transitionen
dc.description.versionPublisher PDFen
dc.identifier.vol20en
dc.identifier.iss2en


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