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

dc.contributor.author	Sattarhof, Cristina
dc.contributor.author	Gronwald, Marc
dc.contributor.institution	University of Aberdeen.Economics	en
dc.contributor.institution	University of Aberdeen.Centre for Energy Transition	en
dc.date.accessioned	2020-04-27T10:55:00Z
dc.date.available	2020-04-27T10:55:00Z
dc.date.issued	2020-02-29
dc.format.extent	24
dc.format.extent	847519
dc.identifier	157422502
dc.identifier	f700dccf-4fe7-43c2-aebc-575cb1273e5e
dc.identifier.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.	en
dc.identifier.iss	2	en
dc.identifier.issn	0143-4543
dc.identifier.uri	https://hdl.handle.net/2164/14174
dc.identifier.vol	20	en
dc.language.iso	eng
dc.publisher	University of Aberdeen
dc.relation.ispartof		en
dc.relation.ispartofseries	Discussion Papers in Economics and Finance	en
dc.subject	Weak-form Market Efficency	en
dc.subject	Degree of Market Efficiency	en
dc.subject	Multifractality	en
dc.subject	Multifractal Random Walk	en
dc.subject	European Union Emissions Trading Scheme	en
dc.subject	H Social Sciences (General)	en
dc.subject.lcc	H1	en
dc.title	How to measure financial market efficiency? A quantitative evaluation of higher order dependencies : the case of the European carbon market	en
dc.type	Working or discussion paper	en

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