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"Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: ..."
Rui Pascoal, Ana Margarida Monteiro (2014)
- Rui Pascoal, Ana Margarida Monteiro:
Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis. Entropy 16(5): 2768-2788 (2014)
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