How to Measure Financial Market Efficiency? : A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market
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Date
2018-05-31
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Volume Title
Publisher
University of Aberdeen: Business School
Citation
Gronwald, 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.