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

Sattarhof, Cristina; Gronwald, Marc

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

Files

DP_2020_2.pdf (827.66 KB)

Date

2020-02-29

Authors

Sattarhof, Cristina

Gronwald, Marc

Publisher

University of Aberdeen

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.