Gold, currencies and market efficiency

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F16%3A00455876" target="_blank" >RIV/67985556:_____/16:00455876 - isvavai.cz</a>
Alternative codes found
RIV/67985556:_____/16:00507284
Result on the web
<a href="http://dx.doi.org/10.1016/j.physa.2015.12.075" target="_blank" >http://dx.doi.org/10.1016/j.physa.2015.12.075</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.physa.2015.12.075" target="_blank" >10.1016/j.physa.2015.12.075</a>

Result language
angličtina
Original language name
Gold, currencies and market efficiency
Original language description
Gold and currency markets form a unique pair with specific interactions and dynamics. We focus on the efficiency ranking of gold markets with respect to the currency of purchase. By utilizing the Efficiency Index (EI) based on fractal dimension, approximate entropy and long-term memory on a wide portfolio of 142 gold price series for different currencies, we construct the efficiency ranking based on the extended EI methodology we provide.
Czech name
—
Czech description
—

Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
—

Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)