dc.contributor.author | Gronwald, Marc | |
dc.contributor.author | Sattarhof, Cristina | |
dc.date.accessioned | 2018-06-29T15:05:06Z | |
dc.date.available | 2018-06-29T15:05:06Z | |
dc.date.issued | 2018-05-31 | |
dc.identifier | 125769154 | |
dc.identifier | 4555f4c9-0e1e-4ee1-ae99-2045c96ea1a5 | |
dc.identifier.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 . | en |
dc.identifier.issn | 0143-4543 | |
dc.identifier.uri | http://hdl.handle.net/2164/10682 | |
dc.format.extent | 30 | |
dc.format.extent | 1117160 | |
dc.language.iso | eng | |
dc.publisher | University of Aberdeen: Business School | |
dc.relation.ispartofseries | Discussion Paper in Economics | en |
dc.subject | Market efficiency | en |
dc.subject | Multifractality | en |
dc.subject | Multifractal | en |
dc.subject | Multifractal Random Walk | en |
dc.subject | European Union Emissions Trading Scheme | en |
dc.subject | HB Economic Theory | en |
dc.subject | Economics, Econometrics and Finance (miscellaneous) | en |
dc.subject.lcc | HB | en |
dc.title | How to Measure Financial Market Efficiency? : A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market | en |
dc.type | Working or discussion paper | en |
dc.contributor.institution | University of Aberdeen.Economics | en |
dc.contributor.institution | University of Aberdeen.Centre for Energy Transition | en |