- Tytuł:
- The Efficiency of Polish Stock Market: Ordinal Patterns Approach
- Autorzy:
-
Graff, G.
Kaczkowska, A. - Powiązania:
- https://bibliotekanauki.pl/articles/1400169.pdf
- Data publikacji:
- 2013-03
- Wydawca:
- Polska Akademia Nauk. Instytut Fizyki PAN
- Tematy:
-
89.65.Gh
89.70.Cf
89.75.Kd - Opis:
- Zunino et al. analyzed the problem of discrimination of developed and emergent markets by the use of ordinal patterns methods: number of forbidden patterns and ordinal pattern probability distribution as a basis for entropy and statistical measure of complexity. In this paper we apply the same methodology for the analysis of Polish stock market (index WIG). The results indicate that Polish market belongs neither to developed, nor to emergent groups of markets. It represents hybrid market, the third group distinguished in the paper by Zunino et al.
- Źródło:
-
Acta Physica Polonica A; 2013, 123, 3; 526-528
0587-4246
1898-794X - Pojawia się w:
- Acta Physica Polonica A
- Dostawca treści:
- Biblioteka Nauki
Artykuł