Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods
| Autor: | Mensi, Walid, Beljid, Makram, Managi, Shunsuke |
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| Zdroj: | In International Economics December 2014 140:89-106 |
| Databáze: | ScienceDirect |
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