How to Measure Financial Market Efficiency? : A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market
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 .